Trading using Random Entries (Van Tharp book method)

Discussions about the testing and simulation of mechanical trading systems using historical data and other methods. Trading Blox Customers should post Trading Blox specific questions in the Customer Support forum.
AFJ Garner
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Post by AFJ Garner » Tue Sep 18, 2007 1:57 am

Actually, backtesting indicates you might be able to do rather better than that with a simple momentum strategy on a large basket of widely diversified ETFs if you look at total returns.

Emphasis on "might" and a caveat on the predictive power of backtesting even the simplest and most robust systems!

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