95% of backtesting is probably useless IMO. That is unless you are doing something very unique and you probably will not get to that stage until...
1 ) Slippage was misrepresented - Let's take this a step further. When you trade 5-10x a day and your estimation of slippage is off by one...
you > me
Define proper backtesting. Then after you define it tell me what software will let you perform your "proper backtesting." It most likely...
That would be really hard for me to do. At least with a straight face. For a while I had a job in Orlando where we sold this phony ass...
Btw, it wasn't just my eyes that were looking at all the data. There were many more. They invested in the idea as well. It wasn't like I just...
It wasn't my money that was lost. Maybe I am not making myself clear. I invested all of my time and money into research. Not the market. I...
Even if we started in year 2000, investing $1000 at the beginning of every year into SPY here is something close to what you would have done....
Well I am not so sure. If you are truly DCA I believe you are investing less money at the top and much more at the bottom. I haven't ran the...
No, it was because the results were flawed from the backtest. This misrepresented my past and soon to be future results. It is because I...
I'm just telling you what I have learned after many years of trying my hardest and dedicating all my time to this effort. Maybe I am an idiot....
No, you are really wrong. But please feel free to prove me wrong. I am not saying that it is out of realistic bounds.
I still believe you would be doing well. That is really cherry picking dates though.
Backtesting really hurt my entire psyche. I spent years on this, bragging to people I know, only to fall flat on my face and well in debt....
Slippage, orders being filled, incorrect data, slippage not correctly being accounted for is probably the biggest killer. Don't forget about...
Oh, wasn't sure - thanks. Imagine investing the same amount ( or more ) every year from 1970 to 2000. You would be sitting real pretty...
There are so many inherent flaws in backtesting. What software are you using? Are you saying that you have only backtested on 1.5 months of...
I'm not sure I understand. I thought DCA was investing the same amount of money for example every year? No matter price.
Dollar cost averaging is probably the best way to invest in spy. No need to be a hero. Start at 30, investing every year the same amount no...
A four month track record doesn't mean anything. A sharpe ratio should be calculated over years, not months or days. Perhaps you already...
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