I did backtest my formula

I wonder how good it is
S&P/Nasdaq/Gold/Euro futures combined
RPS is name of my formula

 

Now forward test it for a few years with real money, and get back to us.

 

My formula backtest average 2000% per year.
And now I am forward testing it.
https://collective2.com/details/136542922

 

Congrats, now you know how to lose money like a real quant fund!

 

Pure fantasy: Absolutely impossible to have any system with just 2% drawdown, or even 7%. Just a case of data-fitting. Trade it real-time for just a few months, and that will be made clear.

 

Thanks for comment. You're saying it is as good as fantasy? All I have to is forwardtest it with real money.

 

Chance almost zero it will be profitable after 3-6 month real trading. Do you have much trading experience? The real trading world does not work that way: virtually no trader, in recorded history, has experienced only a 3% drawdown over any reasonable amount of time with decent sample of trades.

 

You can size your trades ridiculously small and have a 3% max DD. So it's not possible but returns will be irrelevant as well.

 

Anyone who think backtesting results has any meaning is a fool, or a newbie, or both.

 

One could have an acct for 10 years, without trading, and thus zero DD. But doubt that record would assist in raising money to manage.