1 Introduction
2 The Model
2.1 Model
Aspects
3 Trading Objectives
3.1 Implementation Costs
3.2 Risk & Reward
3.3 Expectancy
4 System
Traits
4.1 Commission
4.2 Slippage
4.3 Trade Frequency
4.4 Cash Made
4.5 Risk
of Ruin
4.6 Win Percentage
4.7 Average Winner Size
4.8 Average Loser Size
4.9 Average Trade
Duratiion
5 System Components
5.1 Market & Instrument Type
5.2 Instrument Filter
5.3 Setup
& Entry
5.4 Position Sizing
5.5 Exit Strategy
6 Summary
