Games with Money

Let me tell you a little bit about a game I play for money: Chasing the elusive perfect signal.

I day trade futures to earn a side income, and my methodology has me using signals that I've written myself: Basically my computer sits here for long periods of time and watches what's happening on with the markets and decides when is a good time to buy, and when is a good time to sell. A large part of this (especially on the weekends when the market's aren't open) is optimizing these signals to improve their performance (make more money), which also involves my computer sitting here and looking at different times and conditions to buy and sell, and because I've written the signals, also changing how they work.

It's a bit like building a mountain where you start off with a few pebbles and you push them around for a bit, and then you add in some dirt and rocks, and pretty soon you're pushing around boulders because your signals have grown into this bohemouth of when this happens and what ifs and sometimes this but not that but only on days that end in 'y' as you try and build the perfect signal that will always be consistently profitable under any conditions.

And sometimes the mountain is high enough (but not infinitely high), or it just can't get any higher, or it's never going to be as tall and grand as you want it to and you have to forget about it to go work on another one. And on bad days, the market comes along and kicks your signal and reduces it into the pile of rubble it is, and on those days I'm not in the best of moods.

But often I wonder if it's not become my Moby Dick... the whale I just can't catch, and will remain forever elusive as I sail the markets in search of the perfect signal.