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wild_card

02/21/06 9:56 PM

#21335 RE: positiontrader #21328

PT: I think we're done tweaking:

I agree. MFB running a backtest would be best to confirm our study.

It'll be important that Amibroker can make EOD trades vs Beginning Of Day so that we can compare "apples to apples".
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jimapplesmith

02/23/06 9:23 AM

#21516 RE: positiontrader #21328

here is the 2x result from wild_card's last logic:

Year % Return
1986 38.60%
1987 150.21%
1988 59.78%
1989 53.67%
1990 33.15%
1991 297.94%
1992 86.70%
1993 93.68%
1994 56.86%
1995 232.94%
1996 227.47%
1997 235.45%
1998 219.21%
1999 282.07%
2000 123.24%
2001 85.23%
2002 115.96%
2003 67.27%
2004 110.01%
2005 23.43%
86-95 110.35%
96-05 148.93%
20 yr 129.64%