DislikedVery nice research! When I back-tested 18.4, TP level did naturally influence the overall profitability ranging from 80-110% of ADR, something your research shows too.
It seems like the most trending pair will have the highest probability for > 80%-100% ADR. How different results do you get using 30 days?
Good work JP and Soso.Ignored
I will most certainly run it using 30 days back.
Interesting to see cable reaching a 96% ADR 60% of the times. I remember from the time the first book was written, Igrok was not fond of trading cable. Today, not only cable has a decent ADTR, but it has a good ability to reach close to 100% ADR.
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