Annual return>40% for SP500. Hope I can find someone that can work together.

[d08]

The returns aren't that great when you look at the drawdowns. I can spot drawdowns larger than 46%. So at 50% position sizing it's more like 20% compounded with 23% DD.

 

[truetype]

Also wonder if it's long-biased. Notice 2011 is the only post-crash down year in his sim.

 

[d08]

Also wonder if it's long-biased. Notice 2011 is the only post-crash down year in his sim.

Clearly long biased. 2001, 2008, 2011. Most probably a type of dip buyer.

 

[leochen2321]

If you want to receive the strategy mail,please add my facebook:
https://www.facebook.com/trader.easytrader
My Nasdaq100 strategy:

 

[algofy]

nothing fishy here, sign up and get the email. Cmon it's a free email.

 

[2Veasnar]

Have you done the Monte Carlo simulation? I also think you need to do more walk forward out of sample test before going live. See image,

 

[leochen2321]

Yes, it can pass the out of sample test.
Amibroker has walk forward optimization test and my system can pass it.
Thank you.

 

[d08]

If you want to receive the strategy mail,please add my facebook:
https://www.facebook.com/trader.easytrader
My Nasdaq100 strategy:
View attachment 179511 View attachment 179512 View attachment 179513

Why did you leave out the details about drawdown and other metrics?

 

[2Veasnar]

What is your CAR/Max DD?

 

[leochen2321]

Max. system % drawdown -40.24%
CAR/MaxDD 1.47