Mersi system for forex

The members of the premium zone know that we have three systems that do not operate because we are in a correction of a certain entity. So I’ve gotten to work and I’ve been looking for some new system to operate or some of the ones we already knew, to try to supply those who don’t operate.

Finding a good system to convince me to operate, I assure you, is not an easy task. In fact, the new systems I’ve tested haven’t convinced me at all. However I have dusted some that was on the bench and I have taken a surprise with the Mersi for forex.

The Mersi system for forex, we were operating in the blog portfolio because it worked wonders in the period 2005-2013. However from then on he entered drawdown and we stopped operating. Subsequently, as we see in the image, as of September last year it has had a spectacular recovery and has come out of the drawdown.

This is the beginning of what I found. The next thing is to use the mersi only with the currency pairs that we operate with the ONS system. The result is the following:

As you see in the picture, we lose some profitability, but it improves MAR, UPI, K-Ratio… in short, it’s a much more stable curve.

There will always be a question of whether we are optimizing through asset selection. Maybe, but I certainly didn’t look for it, I just took the ONS pairs and I think, if they work there, why they won’t work here.

Still and to stay quiet I have done a walk forward returning the following result.

As you can see, the results are very similar.

It would only remain for us to see how it would behave in combination with the ONS, since the same currency pairs operate. The result is the following:

The sum of the systems makes Ulcer Index (IU) a little worse and the Maximum drawdown a little worse. But as the performance improvement (RMA) is so good, the UPI and the sea almost double, which is what we are interested in.

These data are confirmed by the correlation between the Mersi and ONS systems. It’s practically nil.

About the author


Leave a Comment