JCL (on the website Financial-Hacker.com) wrote a series of articles that he called "The Trend Experiment". The last article ended with testing the Market Mean Index to see how it would impact the multitude of hypothetical trend strategies he developed/tested. Here is the link of the last article regarding the MMI

https://financial-hacker.com/boosting-systems-by-trade-filtering/

But in his last article I was left with the impression that he would continue the series because of some "To-Do" items in his bullets at the end of the article. This is why I was wondering if there was in fact a next part in the series. During a couple of the parts, he mentioned that he did uncover a strategy that had shown promise over a period of time and I was wondering if he would reveal it as part of the series.

Here's his bullets

To do: Test more trend filters, f.i. the Hurst Exponent or Ehlers’ Trend/ Cycle decomposition.
To do: Create a real trading system by combining the best trend systems and adding the usual system components such as stop loss, trailing algorithm, profit lock, money management, and so on


Last edited by SteveG; 05/24/20 18:22.