The extreme danger lurking in your trading software

Is believing in backtesting blindly





http://datagrid.lbl.gov/backtest/#run

 

Depends on the time frame.

 

There is no one way to make $ in the markets.

 

Simple mean reversion strats perform nicely in last 15 years. Don't get distracted by academic types.

 

Heh. I just backtested the WR2 and IBS systems since they were very simple to code and I hadn't heard of them before. Kind of amazing. Both have 68% win rates, and positive expectancy.