Results
Within the rules document, available to download, there is a comprehensive section on how the system was back-tested, to verify its robustness.
Two sets of data were looked at during the testing process. Here we have completed the task and connected them and present a complete equity curve and trade distribution table for all trades from the start of 2008 to the present day.
Please note that Facebook (META) didn't list on the stock market until May 2012, with the first signal generated in 2013.
The table and graph below indicate all weekly trades since 2008. The vertical axis shows percent returns both per trade and cumulatively.
Two sets of data were looked at during the testing process. Here we have completed the task and connected them and present a complete equity curve and trade distribution table for all trades from the start of 2008 to the present day.
Please note that Facebook (META) didn't list on the stock market until May 2012, with the first signal generated in 2013.
The table and graph below indicate all weekly trades since 2008. The vertical axis shows percent returns both per trade and cumulatively.
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Trade Distribution:
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Equity Curve:
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Returns Per Year:
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Trade Metrics:
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