What should I do with my model?

Discussion in 'Strategy Building' started by galilean, Apr 24, 2008.

  1. galilean

    galilean

    I don't understand why?

    I thought this is exactly why we need a model that is backtested.
     
    #31     Apr 28, 2008
  2. galilean

    galilean

    As I said, the 2007 performance is consistent with the backtesting, around 50%. I don't have most recent performance data because my computer crashed recently and I lost a lot of data. I will post the new graph when it is available.
     
    #32     Apr 28, 2008
  3. really?
     
    #33     Apr 29, 2008
  4. 2007 to date presents a good opp to system testing 'cuz it's been going through up and down cycles. If your system survived then it's tradable.

    One concern i had is the max draw down. It'd be interesting to see how bad it was from the peak of last oct/nov.
     
    #34     Apr 29, 2008
  5. SH_DW

    SH_DW

    Not very helpful.. oh well, you're entitled to WASTE YOUR TIME.. :D
     
    #35     May 1, 2008