StockFetcher Forums · Filter Exchange · 300% ROI long filter. 150% during the 2008-9 crash<< 1 2 >>Post Follow-up
Kevin_in_GA
4,548 posts
msg #108521
Ignore Kevin_in_GA
10/24/2012 6:17:56 PM

Simple question - what was the return on initial equity over the period of the backtest? Did it beat the SPY over the same period after commisions were included?

I'll say this again - ignore the ROI number, as it is meaningless. And please be realistic in the total number of open positions - just use 10 as a working number and see how you do.

Jarcher737
6 posts
msg #117739
Ignore Jarcher737
1/14/2014 1:28:31 PM

Anyone have anymore info on this strategy? Seems interesting also could not get it to work.

StockFetcher Forums · Filter Exchange · 300% ROI long filter. 150% during the 2008-9 crash<< 1 2 >>Post Follow-up

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