StockFetcher Forums · General Discussion · All my backtests suck<< >>Post Follow-up
221 posts
msg #122671
Ignore dashover
1/29/2015 11:54:08 AM

Even when I feel I am using a solid filter to derive ideas, When I backtest it, It shows a 2 year 53/47% success and an annualized return of 3% or something low.

When I setup a backtest:
I usually say keep a max of 5 stocks and set a stop loss of 10% and a sell at a 15% profit.

Do you have an example of a backtest that has reliably performed and perhaps you can share the filter while you're at it...

Can you explain how you setup the filter defaults...

Perhaps I am doing this wrong...



4,599 posts
msg #122675
Ignore Kevin_in_GA
1/29/2015 1:27:15 PM


All critique of SF's backtesting capabilities aside, how do you know you have a solid filter until you backtest it? The VAST majority of filters posted here have no exit strategies listed, and usually never have backtest data. The results you cite are actually quite typical for most systems, which is why stock picking is such a challenge.

Consider investing rather than trading - this is what I am doing for 2015. I am using a market timing system where I am either in SPY or AGG. Nothing else. Life gets a lot less complicated that way, and I'll beat the market over the long haul - which is more than most filters here at SF can do.

930 posts
msg #122683
Ignore miketranz
1/29/2015 5:20:33 PM

Check out Kevin's post on Larry Connors methods,great work.You don't even have to buy the book,it's all explained.High percentage trading at it's best,backed up with real numbers.

683 posts
msg #122684
Ignore duke56468
1/29/2015 5:21:21 PM

Kevin, is your timing system proprietary or can you share it with the SF community?

221 posts
msg #122686
Ignore dashover
1/29/2015 9:38:20 PM

Kevin, I would love to see your latest take on this too.

From an investment standpoint, we have had a robust market since 1993-2015, except for 2000-2003 and 2008; albeit big exceptions.

Couldn't you argue to be 100% SPY, except when the SPY performance over the last 30 or 60 days is negative and use Fridays close as the measure.

Once a week check it.
Last 60 days positive - in
Last 60 days neg - out - AGG if you like


StockFetcher Forums · General Discussion · All my backtests suck<< >>Post Follow-up

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