I have tested System1 forTurkish Stock Market,Crude ,Silver,DAX,SP500.And by each set of data I could see some extraordinary moves as well asthe avrage expected moves which might be predictable by the recent volatilty at the time.
In any market, there are at least 1 occasion which result in above 20% up to 100% gains before the exit signal.
How to capture the most ?Because most of the time, the signal generates few percent up moves and then diminishes and gives the exit signal with little profit or brekeven or even loss.
Now I believe the best would be to take the 40% out within 5-10% of the initial signal which could be evaluated by standartdeviations. And also keep always 40 % run till the exit signal for taking avantage of the large moves..
But when to take the remaining 20%?
My current profit taking levels are as follows:
1st 20% signal+1 st.deviation
2nd 20% revised signal+1,5 st. deviation
3rd 20% revised signal+2 st deviation
Below are the charts and daily result: