Zupconite betting system 100 % profitable

Zupconite is a betting system and it makes everybody who uses it a winner.It can be traded manually,fully automated or semi automated.

Trader's will always make a profit by using it correctly.The Zupconite is a betting method of increasing trade size after every loss ,until it recovers all losses and gives a profit.

A gambler can go to the casino and double his bets ,until he recovers all losses and a profit,until the casino limits stop him from winning.There are no house limits in forex ,futures and shares trading.

Progressive betting is when traders increase lot size after every loss .They expect to recover the losses with the increased lot size,they keep increasing the lot size until they win and recover all previous losses.

Sophisticated betting system combining negative and positive progression will work in trading .It can be used on oil,dax ,currency pairs and stocks or similiar instruments

A simple example is increasing lot size by 50% after every losing trade.

The experiment trades on the attached report are done manually.The idea of the report is to show the concept.It is only a testing report of semi automated trading.Semi automated method uses manual entry selection,with Zupconite auto trader doing the trade management including entry,s/l,t/p and exit.

If a instrument has many consecutive losses ,recovery lots can be distributed to other instruments.Example if Oil had many consecutive losses,the position size on oil can be reduced by a quarter and three quarters used on three other instruments i.e euro/usd,dax or another currency.The opportunity is there to de scale position size to many other instruments.

Please do not discuss my own method except the general method.Please do not think it as martingale , as this is not martingale.Discuss the position size increase and decreasing method.

Here is the Zupconite automated version forward tests

This is how the equity curve will look if used correctly.

This is how the equity curve will look if positions are allowed to build on same instrument and de scaling is not applied.

This is what scares me!Anybody suggest a good method of de scaling risk exposure?

How long have you been using this and how much have you made

julian said:

How long have you been using this and how much have you made

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I developed it about 3 months ago and backtested it on 8 years of data on individual instruments.The results are great.

We could not back test de scaling risk to other instruments.

It is in forward testing stage.

I will probably go live on 1 st January 2010.

did i read it right 103 consecutive losses,the figures look quite good.

julian said:

did i read it right 103 consecutive losses,the figures look quite good.

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That is on 22 systems combined = average < 5

There are 22 systems being used on same account.

When there are bad market conditions ,there is often one very good day of profits and trends which helps recovery of all previous losses.The system is useful in difficult market conditions.

http://www.trade2win.com/boards/gen...-trading-last-chance-saloon-7.html#post964664

If you have multiple strategies (as many as 25) using progressive betting,using both positive and negative progression,one can achieve a smooth equity curve year in year out.It is very useful because the system I use requires only one winning trade out of 20 trades to be profitable.The maximum average loosing sequence on my systems is 12 losing trades.

That is one way of being consistently and highly profitable .

http://www.trade2win.com/boards/gen...-trading-last-chance-saloon-5.html#post962628

Trader's will always make a profit by using it correctly.The Zupconite is a betting method of increasing trade size after every loss ,until it recovers all losses and gives a profit.

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In my view ultimately this will fail unless you have an unbelievably high percentage of winning trades. If you don't believe it then conduct a Monte-Carlo simulation with your strike rate and increasing bet size and watch what happens.

This is a version of Martingale and therefore will eventually kill your account.


Paul

Some encouragement for 95% club members

"If you had a way to win at trading ,
why would you sell the system it for $999.95?"

Gambling type trading systems make their writers loads of dollars every year.

If you had a way to win at any trading game, why would you sell it to people for $999.95? I wouldn't even sell it for $1,000,000. It just doesn't make any sense. You would just play your trader's gambling system and live off your winnings.

You can increase your odds in a trading game by using a system which brings the odds in your favour.

The people that get the odds in their favor (i.e. professional gamblers) are usually thrown out by bucket shops. It is possible to beat bucketshops. Yes, you can win on a trader's gambling system in the long run .

Why would you want to spend your life in a stinky little garage with a desk and computer in freezing temperatures anyway? No offense to the smokers out there but garages are not exactly where I want to work. I don't mind doing it for money but for fun is a different story.

Start the cycle now and start developing or looking for a real trader's betting method you can start making money trading. You are going to make money with a trader's gambling systems!

Trader333 said:

In my view ultimately this will fail unless you have an unbelievably high percentage of winning trades. If you don't believe it then conduct a Monte-Carlo simulation with your strike rate and increasing bet size and watch what happens.

This is a version of Martingale and therefore will eventually kill your account.


Paul

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When did you have de scaling risk in martingale?

When did trader's use it on a 50% strike rate?We need 40 % (minimum 33%).

I use it on 50% strike rate systems,that is AVERAGE 1 win for 1 loss,although I can not control distribution of losses and wins.

What strike rate do casinos offer?

You are incorrect.

I ve tried arabian roulette systems on sport event while at uni, I was betting on draws in football games for some time. However I did make some money on the end I ve stopped doing it when I got to understand probabilities better. good luck anyway

Which version of Monte carlo simulation applied scaling down in its calculations?

The random numbers assume all trends fail sooner or later.Its time to give up trading ,then?

Are you assuming the market is totally random when trends breakout?

Is it impossible to apply multiple scaling down of trade sizes?

Are there no other tools to reduce risk to scale down?

Now give us some answers!

The problem with this system is as you make losses you need to make larger bets.

So you are making larger bets with less money.

Eventually you won't have enough margin in your account to cover those bets.

Have you also looked at your unrealised positions while the bets are open - would they trigger a margin call?

And despite what you may think - this IS martingale and eventually you will lose the lot.

oildaytrader said:

That is on 22 systems combined = average < 5

There are 22 systems being used on same account.

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how is this possible?
what if one system contradicts the signal of another system?

really curious about the logistics of running 22 (separate?) systems on one account, especially in terms of number-crunching the better systems from the mediocre ones.

apologies if this is off-topic.
if it is, let me know, and I will delete this post to clean up the thread.

Hoggums said:

The problem with this system is as you make losses you need to make larger bets.

So you are making larger bets with less money.

Eventually you won't have enough margin in your account to cover those bets.

Have you also looked at your unrealised positions while the bets are open - would they trigger a margin call?

And despite what you may think - this IS martingale and eventually you will lose the lot.

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Hoggums

The whole money management of this system is devised to reach a maximum draw down of 30 % of capital.This is tested over 8 years of data on 22 different systems.

They would not trigger a margin call , because not all positions on different instruments simultaneously have same number of losing trades or risk to capital.Although more money is used ,it is done within the 30 % drawdown limit.

I would not call it martingale .I would call it an attempt to normalize extreme distribution of losses and profits.

I would only use it on a small proportion of my trading capital i.e say 10 %

Normal traders betting huge percentage of their accounts tend to lose the lot.This is bad money management.

It is good to have your opinion because the feed back can help devise the system based on sound money management.

O D T

oildaytrader said:

Hoggums

The whole money management of this system is devised to reach a maximum draw down of 30 % of capital.This is tested over 8 years of data on 22 different systems.

They would not trigger a margin call , because not all positions on different instruments simultaneously have same number of losing trades or risk to capital.Although more money is used ,it is done within the 30 % drawdown limit.

I would not call it martingale .I would call it an attempt to normalize extreme distribution of losses and profits.

I would only use it on a small proportion of my trading capital i.e say 10 %

Normal traders betting huge percentage of their accounts tend to lose the lot.This is bad money management.

It is good to have your opinion because the feed back can help devise the system based on sound money management.

O D T

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Lets assume for the sake of argument, that you are correct and the maximum drawdown is 30%. What would the returns be like? I imagine they would be very very small, because by definition you need to trade small to put the system into practice?



Secondly, back testing this kind of system(s) for a period of 8 years is not enough in my opinion (remember LTCM, they used 5 years of past data to compleat their models). I think this is especially true, if all the 22 systems are back tested in the same 8 year period. Can you back test further? Have you done any random sampling?

trendie said:

how is this possible?
what if one system contradicts the signal of another system?

really curious about the logistics of running 22 (separate?) systems on one account, especially in terms of number-crunching the better systems from the mediocre ones.

apologies if this is off-topic.
if it is, let me know, and I will delete this post to clean up the thread.

Click to expand...

I use 22 different automated expert advisors to operate simultaneously.It is very time consuming to devise and test those many systems.A simple improvement on a code can require all expert advisors to be updated and retested.It is very time consuming.

Operating 22 systems simultaneously requires the use of 12 platforms operating on the same account.This is the automated version which can not be traded manually.

I let all conflicting signals/system run.The system is designed with trending,breakout,s/r and contrary systems.

I have to run the mediocre systems,despite them not being the best systems for current market conditions.It is just as a precaution , because they perform well in different market conditions .Normally these are good performers in bad market conditions.

It is a related subject ,so no need to delete.Somebody will ask the same question again.

O D T

Rossini said:

Lets assume for the sake of argument, that you are correct and the maximum drawdown is 30%. What would the returns be like? I imagine they would be very very small, because by definition you need to trade small to put the system into practice?



Secondly, back testing this kind of system(s) for a period of 8 years is not enough in my opinion (remember LTCM, they used 5 years of past data to compleat their models). I think this is especially true, if all the 22 systems are back tested in the same 8 year period. Can you back test further? Have you done any random sampling?

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The returns are 20 to 30 % with additional improvements I have made.The reason for using this system is to gain consistency in earnings.

The non betting version of this system has been sample tested and produced an equivalent of 40% this year on live trading.The betting version just requires a switch change to betting mode.

No need to back test further than the financial crisis or the dead markets of 2007 or the 2002/3 dead markets.