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pistolpt
 

Registered: Feb 2012
Posts: 129

 

05-26-12 04:08 AM

Simple VIX trading system working off 4 simple factors.

Live for last 6 months.

Any good? Or just data mining?

Includes commissions.

untitled.jpg
This has been downloaded 684 time(s).

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pistolpt
 

Registered: Feb 2012
Posts: 129

 

05-26-12 04:15 AM

Oh yeah - Starting with $10,000.

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Roark
 

Registered: Jul 2010
Posts: 738

 

05-26-12 04:32 AM

Live on a simulation account?

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pistolpt
 

Registered: Feb 2012
Posts: 129

 

05-26-12 04:32 AM

No, live for real. From Nov 2011 on...

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Roark
 

Registered: Jul 2010
Posts: 738

 

05-26-12 09:43 AM

Don't believe you.

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jcl
 

Registered: Jan 2012
Posts: 407

 

05-26-12 10:18 AM

No reason not to believe it, as ~80% profit in 7 months can be a quite realistic result.

However, the equity curve looks as if it's calculated with reinvesting, which makes it hard to tell if the system is any good. And you can't see data mining in an equity curve anyway. So, posts with some equity curve and "any good" questions are pointless. Better describe your backtest and optimization methods and ask if they are any good.

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