Ep. 614: Two Trading Legends with Michael Covel on Trend Following Radio
Michael Covel's Trend Following
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How to Get Robustness in Similar Products
The idea that your system could work across not only different markets, but all of these different patterns is what gives you robustness. The more patterns you can extract from different markets, the safer you'll be in the future. But just to drift a little bit, reality says that if your back testing tells you you can make 20% a year with a particular strategy, you should only assume that you'll make 10%.
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