Home > Resources > Document Library > Articles

Document Library - Articles


Click on any of the articles below to learn more about specific trade related topics. Each of these published articles were written by or with David Stendahl.

[Return to Document Library]

Trade Related Articles:

Q&A Topic /Description	Format
Article: Maximum Favorable Excursion Maximum Favorable Excursion (MFE) is the peak profit a trade can earn before the trade is closed out. Reviewing the performance of a trading system allows us to measure the tendency of a trade to enhance the profitability of the overall system. Co-authored by David Stendahl.
Article: Staying Afloat The Underwater Equity Curve can be used to build diversified portfolios as well as define the duration and magnitude of system drawdown. Learn how to truly evaluate a version of drawdown that can effect your personal trading confidence. Authored by David Stendahl.
Article: Secure Fractional Money Management Here's how to find a new fractional value of capital to invest in every trade to maximize returns subject to a constraint on drawdown, using a variation of the optimal f money management strategy. Co-authored by David Stendahl.
Article: Evaluating System Efficiency We've all experienced good trades, bad trades and so-so trades. Now we have procedures to evaluate the entries and exits for each trade generated by our system. This article describes how to properly critique a trade beyond the traditional profit/loss. Co-authored by David Stendahl.
Article: Dynamic Zones Most indicators use a fixed zone for buy and sell signals. The Dynamic Zones presents a concept based on zones that are responsive to past levels to improve the effectiveness of a trading indicator. Authored by David Stendahl
Article: The Volatility Index Learn how to quickly measure the implied volatility of the S&P 100 index using the Volatility Index (VIX). Authored by David Stendahl

[Return to Top]