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[USER=17857]@qldfrog[/USER], sure I'll willing to share any of my backtest results if it help anyone, all you need to do is come up with a format that is consistent across the board for others to follow along & compare.

My suggestion
Lets make it a garden variety backtest. ($100k X 20 positions)

EXAMPLE
Portfolio size $100k
Positions 20

Is that okay with you?

Let me know when you have the thread set up.

Clarification
1. Did you mean a 6 months period ?
2. Or do you want the backtest report for a calendar year ?
3. Or do you want to backtest for a financial year ?

You posted = 01/7/19 to 1/1/20 ??
You posted = 01/7/18 to 1/1/19 ??

Backtest comparisons
I've stated before, backtest results mean "Jack" - but backtesting gives an indication between test results using different parameters for evaluation. Comparisons between strategies, not so much.

Skate.

<blockquote data-quote="Skate" data-source="post: 1056928" data-attributes="member: 57364">[USER=17857]@qldfrog[/USER], sure I&#039;ll willing to share any of my backtest results if it help anyone, all you need to do is come up with a format that is consistent across the board for others to follow along &amp; compare.My suggestionLets make it a garden variety backtest. ($100k X 20 positions)EXAMPLEPortfolio size $100kPositions 20Is that okay with you?Let me know when you have the thread set up.Clarification1. Did you mean a 6 months period ?2. Or do you want the backtest report for a calendar year ?3. Or do you want to backtest for a financial year ?You posted = 01/7/19 to 1/1/20 ??You posted = 01/7/18 to 1/1/19 ??Backtest comparisonsI&#039;ve stated before, backtest results mean &quot;Jack&quot; - but backtesting gives an indication between test results using different parameters for evaluation. Comparisons between strategies, not so much.Skate.</blockquote>

[QUOTE="Skate, post: 1056928, member: 57364"] [USER=17857]@qldfrog[/USER], sure I'll willing to share any of my backtest results if it help anyone, all you need to do is come up with a format that is consistent across the board for others to follow along & compare. [B]My suggestion[/B] Lets make it a garden variety backtest. ($100k X 20 positions) [B]EXAMPLE[/B] Portfolio size $100k Positions 20 Is that okay with you? Let me know when you have the thread set up. [B]Clarification[/B] 1. Did you mean a 6 months period ? 2. Or do you want the backtest report for a calendar year ? 3. Or do you want to backtest for a financial year ? You posted = 01/7/19 to 1/1/20 ?? You posted = 01/7/18 to 1/1/19 ?? [B]Backtest comparisons[/B] I've stated before, backtest results mean "Jack" - but backtesting gives an indication between test results using different parameters for evaluation. Comparisons between strategies, not so much. Skate. [/QUOTE]

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