returns: 2001 (last 9 month): 100% 2002: 107% 2003: 105% 2004: 167% 2005: 148% 2006: 219% 2007: 135% 2008 YTD: 220% max drawdown: 13% # of drawdowns over 8%: 2 # of stocks held each day: 20 how did i do?
awesome, so what are you trading and what is your timeframe? are you scaling size? and does that include realistic slippage and commission?
If system makes 1 trade per week then real results could be very close to back tested. If system makes 10 trades per day then it is another story.
If a system makes 1 trade per week, then its results could be attributed to randomness and good luck. If you had a system that bought POT in 2003 and told you to sell and go short in july 2008, does that mean your system is good or maybe you got lucky and your system doesn't work? More trades lowers the variance of the results and makes it more likely the system works.
-This system trades liquid stocks exclusively. -The strategy has a both long and short component. It is designed to be market neutral. -The strategy uses only one technical indicator, along with price action. -Stocks are held from one to five days. -Results are not adjusted for commissions.
So... Tell us more. Before your thread devolves into Hershey nonsense and other ET flaming! You've, at least, got my attention and Mset's attention. Also, if your system involves PA, is it discretionary?