The forecaster trading system has been overall, a very profitable guide for my trading. Last year I did very well using its calls but this year it has had mixed results. February was not a good month.... March has made up for its losses. If one had traded, for example, the combo DXELX/DXESX Marches return would have been 60.29%, however February returns would have been -47.7%. So you can see this system can be volatile.
After February's losses I have modified the system to hopefully better handle periods of poor returns. I am looking at methods to reduce exposure during certain periods to help limit drawdowns, but have not been too successful yet. Some systems lower exposure when volatility goes up, but so far when volatility has gone up my returns go up; so this will not help my system. Most methods to reduce drawdown also reduce total gains over time so I am not exactly happy with these solutions.
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