Recent Content by StockTrader1985

  1. My backtested system consistently beats the S&P500

    Well I'm going off reported financial information through Bloomberg. I guess the data could be flawed well the way I do it is I assume all my...
    Post by: StockTrader1985, May 10, 2007 in forum: Professional Trading

  2. My backtested system consistently beats the S&P500

    sarcasm? :confused: otherwise, thank you
    Post by: StockTrader1985, May 9, 2007 in forum: Professional Trading

  3. My backtested system consistently beats the S&P500

    definetly don't have surviorship bias. when selecting stocks for each year in the past, I go through the list of stocks available at that point in...
    Post by: StockTrader1985, May 9, 2007 in forum: Professional Trading

  4. My backtested system consistently beats the S&P500

    1) Large cap, in fact one requirement is that the company's market cap must be at least a billion. I ran the system over small cap, and although I...
    Post by: StockTrader1985, May 9, 2007 in forum: Professional Trading

  5. My backtested system consistently beats the S&P500

    Thanks for the response 1) no, it does not include slippage and comissions. However, I've always been under the impression that slippage...
    Post by: StockTrader1985, May 9, 2007 in forum: Professional Trading

  6. My backtested system consistently beats the S&P500

    yes, but I'm not sure how to detect, objectively, whether I am form fitting or not
    Post by: StockTrader1985, May 9, 2007 in forum: Professional Trading

  7. My backtested system consistently beats the S&P500

    OK forget I asked that second question Please help me with the first question if you can. Any of you math dudes out there, are there any...
    Post by: StockTrader1985, May 8, 2007 in forum: Professional Trading

  8. My backtested system consistently beats the S&P500

    alright, then ignore my second question, just answer the first if you can (help with statistical models that can verify the legitimacy of a backtest)
    Post by: StockTrader1985, May 8, 2007 in forum: Professional Trading

  9. My backtested system consistently beats the S&P500

    what's that supposed to mean?
    Post by: StockTrader1985, May 8, 2007 in forum: Professional Trading

  10. My backtested system consistently beats the S&P500

    Hey guys, I usually stick to trading currencies, but a few days ago I decided to run a backtest on a system that's based on value investing....
    Thread by: StockTrader1985, May 8, 2007, 41 replies, in forum: Professional Trading