What should I do with my model?

What about 2007 and YTD, that's one of the most interesting time.

As I said, the 2007 performance is consistent with the backtesting, around 50%. I don't have most recent performance data because my computer crashed recently and I lost a lot of data. I will post the new graph when it is available.
 
Quote from galilean:

As I said, the 2007 performance is consistent with the backtesting, around 50%. I don't have most recent performance data because my computer crashed recently and I lost a lot of data. I will post the new graph when it is available.

2007 to date presents a good opp to system testing 'cuz it's been going through up and down cycles. If your system survived then it's tradable.

One concern i had is the max draw down. It'd be interesting to see how bad it was from the peak of last oct/nov.
 
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