波段交易%b系统 (Swing Trading %b System)

Hey fellow trades,
This year has brought home many painful but important lessons. I started the year trading 3 systems
1. A carry-trade no stop hedging system. It has ended the year -97%
2. A swing system that has been boring, slow with long periods without a signal. It has ended the year +35%
3. A position system that has ended the year +50%

I trade the 3 systems at 3 different brokers, but guess which system was performing the best mid-year? Guess which system I had funneled the most money into? Guess which system was the most emotionally rewarding to trade on a daily basis with a steadily growing account balance?
You guessed it; the carry trade system. The system that blew out with a major loss of capital. The boring stop systems ended the year profitable

Personal Lessons learned (these, of course, suit my personality and may not apply to other personality types)
1. Never trade without a stop, not matter how well the system is performing. The unpredicted, statistic breaking black swan event will happen. It is better to bleed slowly than to lose everything in a short 6 week period.
2. Don't primarily trade for emotional pleasure. Be suspicious of systems that are emotionally appealing, with short term immediate gratification. The slow moving turtle wins the trading marathon.
3. Money management and position sizing is truly the most important part of trading. It means you will survive as a trader or at least, exit the arena head bowed but with something left of your original capital.
4. Take a long term perspective when evaluating trading systems. 3 months is definitely too short, 6 months is a glimmer, 1 year is more reliable, 3 years is building faith, 5+ years is assurance and self-confidence (I am not there yet, having only traded for 3 years)

Anyway, as a way of giving back to the trading universe for the much help I have received from other traders, I am posting my swing trading system. I started with an idea from a index trading system, but I developed my own position-sizing formula, stop and exit, so I feel I can call it my 'own'.
It has a positive expectancy with a 55% win probability. Average win / average loss is >1. (it varies,depending on which exit signal you take, but both are >1). Maximum drawdown this year 17%.
These figures aren't spectacular and won't suit some traders (win probability and drawdown) but I have traded it for the last 2 years and have ended both years with a profit that outshines the performance in my professionally managed superannuation fund.

Hope it helps. I will be available to answer any questions for the next few weeks if required.

P.S I am always looking for other proven swing trading systems.

Cheers
Terry