Hi all, I'm new to this community and was hoping someone here could point me in the right direction. Years ago, I came across a website and/or community that had literally 50+ trading strategies that have been backtested for 5-10yrs and performance kept up to date with close of market. For the life of me i can't find it now. I remember it having Sharpe, Max DD and many other key stats all updated to current day. It was a fantastic view of realistic performance of these simplistic strategies, I thought it a good place to start. Alas, google and my pervious search terms have failed me. Can anyone point me in the right direction here?
Thanks ZBZB, this isn't the website I was thinking, but interesting to see the results. The website I was thinking had amateur strategies with crazy names... But I appreciate you spending the time to post
http://www.automated-trading-system.com/resources/state-trend-following/ Maybe the names aren't crazy enough here either. GAT
%% Mr John Hill[Futs Truth] put a lot of that in one his books+ more than for 10 years.................................................................................