milansanremo msg #73447 |
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.
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