We could be watching the beautiful summer sunset on the Great Lakes or we could be running some quantitative tests. But then again, who says we can’t be doing both?
See yet another confirmation that our claims about
our methodology,
the way we engage with the markets,
the way we identify exploitable patterns in crowd behaviour
are backed by rock-solid data. So why not stop and have a real good look at the numbers below?
Backtesting/optimization, US index futures, 4.5 years of data, 13,000+ trades, commissions included
Highlights:
4.5 years, 13,000+ trades: meaningful sample size
commissions included
market orders means some slippage has been included
accuracy above 60% for all four markets (!)
managable drawdown
profit factor firmly above 1.00 on all four markets
max. consecutive losers: 12 (a mathematical reality we looked at so many times on these pages)
Want to know the exact trade management settings we used in the test? Send us an email!
