I’m trying to understand the Realism Factor (only 90.7) of my system. I’m not complaining. I’m simply trying to understand.
Intuitively I would expect a higher RF, since
1. My trade sizes are always very small and I’m only trading 30 very liquid futures markets (the only exceptions being the CME lumber and the CBOT rough rice contract)
2. I don’t use limit orders
3. I don’t place stop orders (I only work with market and MOO orders)
4. There are presently no customers who AutoTrade my system