Freight Train is a pretty long-term trend following system. If you look at a backtest report in Amibroker, it’ll tell you the average duration of all trades, winners and losers. The average duration of winners is long because the way it makes money is you get into stocks that are going up, hold them for as long as they keep going up in the long-term trend. That could be months, or even a year or more.
The best trade or the biggest returning trade I had in stocks was when the stock went from about $7 to about $150, which is life-changing money. At the end of that trade, the fluctuations in that one stock, in dollar terms, were bigger than my entire account at the beginning. That was very similar to Freight Train which is a long-term trend-following trade.
Many trades might go for a couple of days or weeks and get stopped out or exit. And they’re going to be a slight loss or little gain. They net each other out, but the real money comes from the long-term ones you’ll hold for months.