Would you trade this system??

C

condorll

Here are my results.
1 year backtest
non optimized
Basket of 100 stocks, hold max 5 at a time.
Long only.

Experts have any advice?

Thanks
 
Something doesn't add up...84 trades in a year, on a basket of 100 stocks? And then 24 consecutive winners?

Non-optimized? Long only IS optimization in and of itself!

Is this done on daily or intraday data?

A portfolio equity curve would help immensely.
 
Quote from risktaker:

Something doesn't add up...84 trades in a year, on a basket of 100 stocks? And then 24 consecutive winners?

Non-optimized? Long only IS optimization in and of itself!

Is this done on daily or intraday data?

A portfolio equity curve would help immensely.
More...


It is a swing trade system based on EOD Data, buy next day at open after signal fires, trade duration is average 2 weeks.

I know it is long only but the trading math has not been optimized. I am using a basket of very strong stocks, shorting these would be foolish. (Not withstanding hurricanes of course)

I will try to post an equity curve.

Thanks for your input.
 
Here is the equity curve.
The individual stocks equity curve is the middle pane and the Portfoilio total equity is the bottom pane.
I have applied 20 day SMA's to both.
 

Attachments

Is the 'system' also in charge of selecting those 100 stocks?

How did it do 1 and 2 years ago?

Equity curve looks good, btw.



Quote from condorll:

It is a swing trade system based on EOD Data, buy next day at open after signal fires, trade duration is average 2 weeks.

I know it is long only but the trading math has not been optimized. I am using a basket of very strong stocks, shorting these would be foolish. (Not withstanding hurricanes of course)

I will try to post an equity curve.

Thanks for your input.
More...
 
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