The missing feature from every back tesing platform

You know what they say... "There are old traders and there are bold traders... but there are no old, bold traders".

 

I think you have to be bold just to trade your won funds with your own systems, otherwise you doing mutual funds. I don't read the little quotes on back of Cracker Jack any more, though I do enjoy caramel corn, is that where that quote came?
Sorry, couldn't help myself, I am old....LOL

 

Not sure, but I heard it a long time ago. Perhaps from the late, great Ed Hart.

 

Stops are a form of hedge. So is a cash position.

 

I like to think of it as the missing idea from every testing platform.

The big problem is that backtesting means nothing, because past performance means nothing for the future.

2018 has certainly taught us that lesson, in spades.

Whose model over the past 7 years has also been able to perform profitable since Jan 01, 2018 until now? With NO modifications? Hmm?