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Dear all system builders, I toyed with the idea of having a repository of backtest or even paper/real trading results for various recent periods, to use as a rating/grading tool when developing systems of your own; what to beat, what to aim for or reaching for the sky;
Ideally if backtesting, please ensure you are do not have future leaks..however great the results are
And we all know that backtesting will nearly always be different from real trading action so no point discussing this here
The rules:
Portfolio size $100k
Positions 20
Realm: All Ordinaries (XAO)
While my systems are weekly, dayly or monthly system results are welcome
The periods we will test are recent enough to mitigate the survivor bias and chosen to represent interesting market trends
01/07/18 to 01/01/19 : a 6 month down period,
01/07/19 to 1/1/20: a 6 month unstable period,
1/1/19 to 1/1/20 a full calendar year with great growth momentum overall
Ideally if backtesting, please ensure you are do not have future leaks..however great the results are
And we all know that backtesting will nearly always be different from real trading action so no point discussing this here
The rules:
Portfolio size $100k
Positions 20
Realm: All Ordinaries (XAO)
While my systems are weekly, dayly or monthly system results are welcome
The periods we will test are recent enough to mitigate the survivor bias and chosen to represent interesting market trends
01/07/18 to 01/01/19 : a 6 month down period,
01/07/19 to 1/1/20: a 6 month unstable period,
1/1/19 to 1/1/20 a full calendar year with great growth momentum overall