Quote from Trader666:
I tested buying YOUR "0 to 7 turn" per page 8 of YOUR paper (attached) on the P,V relation on 1000 stocks from 2000 to 2005 -- a total of 5000 stock-years -- using spydertrader's code for the scoring and exiting 5 days later and got the equity curve below.
That looks like a good equity curve, if you multiply by the signals by -1 somewhere along the way.
