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Lets post some backtest comparisons of each of my trading strategies
So there is consistency across the board I'll use my starting value of new strategy, being: Portfolio $300k X 20 positions ($15k PositionsSize) with NO re-balancing. I'll use a backtest period of exactly 3 calendar years as its good to get an average rather than a spike in either direct.

1. Skate's modified CAM Strategy
Start Date: 18th February 2017
End Date: 18th February 2020
Portfolio Capital: $300,000
Positions in the Portfolio: 20
Fixed Position Sizing: $15,000 (No re-balancing)

[ATTACH=full]100454[/ATTACH]

Skate.

[QUOTE="Skate, post: 1057040, member: 57364"] [B]Lets post some backtest comparisons of each of my trading strategies [/B] So there is consistency across the board I'll use my starting value of new strategy, being: Portfolio $300k X 20 positions ($15k PositionsSize) with NO re-balancing. I'll use a backtest period of exactly 3 calendar years as its good to get an average rather than a spike in either direct. [B] 1. Skate's modified CAM Strategy[/B] Start Date: 18th February 2017 End Date: 18th February 2020 Portfolio Capital: $300,000 Positions in the Portfolio: 20 Fixed Position Sizing: $15,000 (No re-balancing) [ATTACH=full]100454[/ATTACH] Skate. [/QUOTE]

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