If I ever somehow try to convince myself to shut one of my systems down without real objective proof that the system should be shut off, I need only refer to the following chart, which shows how much better the Euro Ranger and Cable Glider work together than they do separately, and I should be cured of such a foolish notion.

These results are on the backtest page.  This is the power of trading uncorrelated systems.  Higher profit, lower variance.

backtestnet_200510_200808.JPG

Cable Glider

Euro Ranger

Combined

Average Gain per week

$192

$259

$451

Maximum Drawdown

($3,911)

($3,808)

($3,587)

Standard Error

$50

$55

$73

Median

$107

$214

$384

Mode

$0

$0

$0

Standard Deviation

$619

$675

$896

Coefficient of Variation

3.23

2.61

1.99

Kurtosis

1.57

1.65

0.91

Skewness

0.56

0.28

-0.02

Worst Week

($1,567)

($1,761)

($2,679)

Best Week

$2,201

$2,401

$2,833

Number of weeks

151

151

151

positive weeks

85

99

104

negative weeks

46

35

40

breakeven weeks

20

17

6

% Negative weeks

30%

23%

27%

Total Net Profit

$28,948

$39,124

$68,072

Correlation

(0.04)