DislikedI can't wait to get home from work to try to replicate your positive results... I have another idea to try, which sounds quite simplistic but why not - to enter bigger position sizes in the direction of a trend, using simple 33SMA as trend indicator. I'm pretty sure this is not what Joel is doing, but somehow I believe in that old "trend is your friend" thing and lets pretend we can catch at least 50% of the trend with that MA...Ignored
Remember to do the testing on all majors and possible commodity currencies too, using one currency is not enough and easily leads to curvefitting.