Replies to post #23156 on ETF SWING & DAY TRADING

[positiontrader]

Jared ,

Thanks again for doing this.

It seems lower than I expected.
I will have to review it more carefully.Are you able to run it 2X ?

Regards

Marc

[tclark1]

The trade list matches my spreadsheet exact except the spreadsheet has a Short on 7/18/05 and back long on 7/19/05.

However, the returns are a quite different in some years.

Will look into it a little bit further later.

[hiker]

Note that while the calculated system return for the 20 year period is 38%, the system return for the last 5 years is only 23%.

I wonder what the max drawdown is for the last 5 years? In another post you list the biggest losing trades and half of them are from the last 5 years.

The winning trade % is 53%. Does this go down for the last 5 years?

My point is - anyone's trading record looks a lot better when you include the 90's bull market. For a system to be viable it should do well outside of that. The only way to find that out is to run the simulation for the last 5 years only. Good luck!