Look at these results!!!

[ChaosNSX]

Here is a system I have been back testing. Its a variation of the system I am using short term, but applied to a 6month time frame for the hell of it. yeilded some pretty awesome results. The only thing is you can't deviate from the methodology one bit, and we all know how much disipline that takes.

Enjoy the latest fruits of my labor of love.

http://www.marketsim.com/simtrade/performance?share=CJDIGIDECFK2&portid=99999

Comments and ideas welcome.

 

[ChaosNSX]

Mr. Market I am more huge than you now!!!! :eek:

Gimmie those fine meats and cheeses.

15 trades ha try 336.

WELCOME BACK!!!!

Where Opitonal? I need a Mr. Market welcome back sign.

 

[man]

short testing period. especially when taking a 6month variable into account.

few trades.

which market? single tech stocks? etf?


peace

 

[ChaosNSX]

Quote from man:

short testing period. especially when taking a 6month variable into account.

few trades.

which market? single tech stocks? etf?


peace

I feel the shorter testing periods more likely show the current behavior of the market. I'm kind of skeptical of long testing periods when markets are in different phases.

This one is definitly not like anything in 2001. Even taking into account 2001 in backtesting will greatly bias results. I like to focus on whats working now, with the condition that as performance deterorates I'll have something else in the works.

"I wish to say what I think and feel today (about the markets) today, with the proviso that tomorrow (When markets change)perhaps I shall contridict it" - Ralph Waldo Emerson

US equities market Naz,NYSE , Beaten down Biotechs, Portfolio of stocks with decent betas and meet the filtered criteria. Maybe could find the same exposure in an Biotech EFT thanks for the idea.

 

[LongSnot]

Yeah, you're on fire :-\

 

[ChaosNSX]

Quote from LongSnot:

Yeah, you're on fire :-\

Longshot with allergies???

 

[maggandre]

Nice - thank you for sharing. Quick question - I know nothing about MarketSim, but it looks like a great tool. Can you use it to scan for candidates that meet specific criteria, as well as backtesting. If so, kind of makes my TC2000 insignificant.

I would appreciate any comments.

 

[ChaosNSX]

yeah I use it for backtesting. It backtests a basket of stocks based on the customized criteria, so if you want to backtest just one or two stocks stick with tradescan. If you want to test your system against the entire market and isolate high performance correlations with a sector and your system style to maximize probability of successful trades, give it a try.

I pay like 30 bucks for 6 months or something, peanuts compared to this ability to backtrade and test alternate exit strategies.

hope this helps.

 

[kgharris]

Quote from ChaosNSX:




I feel the shorter testing periods more likely show the current behavior of the market. I'm kind of skeptical of long testing periods when markets are in different phases.

Just curious, though. You had to look at a longer testing period, just for information (and if not, you should!).

How were the results.

Thanks for the info/post.

 

[ChaosNSX]

Quote from kgharris:



Just curious, though. You had to look at a longer testing period, just for information (and if not, you should!).

How were the results.

Thanks for the info/post.

You do have a point. I did have to look at a longer period to get a mental idea when the environment of the market changed from bull to bear ect. I still after asserting a general idea the market environment want to run the test in a shorter 6 month frame to be as close to current conditions as possible.

The results should be viewable on the link in the first post of the thread.