Replies to post #748 on Rule-Based Trading Systems

[John French]

Capt, a quick question that I have not seen posed thus far. Have you tried your model on any other indicies or is it locked into Nasdaq?

John

[ajtj99]

capt, your "annual return" is not a one time deposit at the end of the year. It is based upon trades compounding during the year.

Taking a return that is the function of a compounded calculation and then compounding it again is not correct, IMO.

You could even figure it out using your public trades. Start with your $100k initial investment, and double the return from each trade, simulating a 2X investment vehicle.

I would go to that collective2 site and check it myself, but the site appears to be down right now.