Couple of troubling things about this system ( i am looking at S&P.doc).
1) Largest loss -475306.77 in 10 days
2) Max. system drawdown: -1344182.91
Huge losses. will any trader be able to withstand that?
3) Annual rate of 9.53 is nothing to write home about.
Run a back test from 2000 and let us know how the system perform. 60 years ( 1950 is the start date mentioned) is too long.
1) Largest loss -475306.77 in 10 days
2) Max. system drawdown: -1344182.91
Huge losses. will any trader be able to withstand that?
3) Annual rate of 9.53 is nothing to write home about.
Run a back test from 2000 and let us know how the system perform. 60 years ( 1950 is the start date mentioned) is too long.
