I need data to do any such back testing. And to my knowledge, it doesn't exist. Meaning, TRIN, P/C, I do not have data back to NDX beginning in October 1985, and I do not think it is available.
It might be possible to get data you mention back 10 years maybe. But I need 20 years plus to keep up with what I have been producing.
I like the fact that the system is tested back 20 years. If you remember back to the early days of the system, the first 10 years returns were not favorable until we combined it into Bull/Bear, at which point the first 10 years of the system began to compare to the last 10 years. And considering the market conditions from 95 to 05, I think the first 10 years are the most important gauge.
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