StockFetcher Forums · Filter Exchange · TRADING PRO SHARES<< >>Post Follow-up
milansanremo
12 posts
msg #73376
Ignore milansanremo
4/7/2009 8:32:08 PM

I have been trading long and inverse 2x proshares since their inception. I am new to stockFetcher and only now have backtested the actual entry and exit indicators that I have using for years. So, according to stockfetcher I should have a ROI from 97% to 140% annually since I have been using this strategy. The variance is because I use different entry /exit points for index proshares versus sector proshares. This seems pretty good. Should I cancel my stockfetcher subscription and quit looking for the silver bullet or can I do better if I keep looking?



Eman93
4,659 posts
msg #73405
Ignore Eman93
4/8/2009 8:38:46 PM

what are you using as your trading rules?

I would say 97% is pretty good......

Back test is not fool proof.

chetron
2,817 posts
msg #73406
Ignore chetron
modified
4/8/2009 8:50:55 PM

for the sake of argument, the backtest is spot on, then you have successfully measured the gap between your method and your inability to execute, per mark douglas....

fwiw
hth


Eman93
4,659 posts
msg #73407
Ignore Eman93
4/8/2009 9:12:58 PM

CHET

Good one!!!

Eman93
4,659 posts
msg #73408
Ignore Eman93
4/8/2009 9:17:15 PM

Chet do you use tradestation?

chetron
2,817 posts
msg #73409
Ignore chetron
4/8/2009 9:23:21 PM

NO, TD AMERITRADE

milansanremo
12 posts
msg #73447
Ignore milansanremo
4/9/2009 9:56:32 PM

I have spent some more time with this and have come to the following conclusion based on stockfetcher backtesting.
Using only 6 proshares(sso,sds,qld,qid,uwm,twm)(these 6 came out the best based on my rules) and using my entry/exit rules it gives me 137% roi since inception using max. 3 open positions and max. 3 trades per day and using 33% of cash per trade. So I'm going to go with it for the remainder of the year and see what happens. I'll let you know in 12 months the results.
Interesting also is....something that I have always done with the inverse shares is implement a 25% profit stop rule and stockfetcher verified this. I can't find a way to profit on every trade on the inverse shares without a profit stop. My entry is good but once they get going they act really weird...much different than the 2xlong shares. I don't use a profit stop on the 2xlong shares.

chetron
2,817 posts
msg #73450
Ignore chetron
4/10/2009 6:34:52 AM

THANX

GLTY


StockFetcher Forums · Filter Exchange · TRADING PRO SHARES<< >>Post Follow-up

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