About TradeProbability.com

 

Formed in 2010*, we have developed our own proprietary software to thoroughly test and analyze various trading setups and determine what the actual results would be if you consistently followed these trading systems.

Most authors are long on explaining the theories of their trading systems and short on their actual results. In most books or articles you might be told of one or two examples of how a trading setup worked on “Microsoft in 1999″ or “American Express in 2012″ – and both come complete with well illustrated charts showing you how nicely their system worked in those specific instances.  We all have seen these charts.

What you never get are the hard core facts like – “Tested across the individual members of the S&P500 from 2000 to 2010, this trade worked xx.x% of the time and based on a risk size of $500.00 per trade (see THE MOST IMPORTANT ELEMENT IN SUCCESSFUL TRADING), the average winning trade made $xxx.xx and the average losing trade lost -$xxx.xx. This is the kind of information you really need to have in order to decide whether you want to really use a trading sytem. And there is other information you need to know as well, like how many opportunities are you going to have to trade this system each year, largest drawdown for the test period, returns by year and much more.

Of course they will all tell you their system won’t work every time, but without real data, you are still left assuming that it will work more often than it doesn’t, and that you will make more money than you lose – otherwise why would they write about it! How would you really know – it always sounds so good.

So now you understand the information we were after when we began developing our testing system. As we continued to test trading setups and evaluate them for use, we started to develop our own set of rules to follow on what makes a good systems trader. Thus this website and trading school blog were born. Inside the trading school you will find discussions on general trading setups, trading techniques, the rules a systems trader should follow and much much more.

So welcome to TradeProbability.com and we hope, at a minimum, that you find some interesting reading.

Gene Roessier

*Our company was initially formed for a different, although somewhat related purpose. As we became wrapped up in this research and it became apparent that this would be the real focus of our company, we changed our company name to Trade Probability Research, LLC in 2012.
RISK DISCLOSURE    (Restated Excerpts From Website Terms Of Use, See Entire Website Agreement Here.)

Trading or investing in stocks, futures, commodities, index futures, options, spot currency or any other securities involves substantial risk and is not suitable for all users of the Site. You must be aware of the risks and be willing to accept them in order to trade in any financial market or securities. Don't trade with money you can't afford to lose. No representation is being made that any account will or is likely to achieve profits or losses similar to those discussed on the Site. The past performance of any trading system or methodology is not necessarily indicative of future results.

None of the Information provided on the Site is intended to be financial advice, investment advice, trading advice or any other advice. The Information on the Site is general in nature and is not specific to you the User or anyone else. YOU SHOULD NOT MAKE ANY DECISION, FINANCIAL, INVESTMENTS, TRADING OR OTHERWISE, BASED ON ANY OF THE INFORMATION PRESENTED ON THE SITE WITHOUT UNDERTAKING INDEPENDENT DUE DILIGENCE AND CONSULTATION WITH A PROFESSIONAL BROKER OR COMPETENT FINANCIAL ADVISOR.

All performance results published on the Site regarding any trading system or methodology are generated by computerized backtesting and are therefore considered "Hypothetical or Simulated Performance Results" and do not represent trading in actual accounts.

CFTC RULE Rule4.41(b)(1)(ii) HYPOTHETICAL AND SIMULATED PERFORMANCE DISCLAIMER
 

HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM.

ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS.