This is Behemoth compounded with 5% risk.
Well, I say 5% risk. The lots maxed out in 2006 and from then on it is fixed lot sizes of 99,999 lots.
Yes, I realise that this is a preposterous lot size but there is really no other way to try and see what the compounding result is.
I realise that the modelling quality - which is caused by using fixed range bars - means that the strategy will only prove itself in live trading and I have already put it live.
11:15, restate my assumptions: 1. Mathematics is the language of nature. 2. Everything around us can be represented and understood through numbers. 3. If you graph these numbers, patterns emerge. Therefore: There are patterns everywhere in nature.