Normal
no argument on that AND THIS IS NOT A PERSONAL ATTACK:but I do not believe the system you mentioned with random selection of 50 stocks from xao exiting on average after 10d will give you anything like what you show.in the time period you mentioned 1/01/2020 to 7/01/2021 (the period you indicated) , the XAO went from 6855 to 7024;That is obviously an average with a small obviously survival bias so higher than real life experienceAs you have a relatively significant sample of mostly fully invested stocks as per your entry selection(1/20th stock are a buy so you will be fully invested statically nearly all along), you should get the average return of 2.4% or so, sure stats can play a bit around but with few stock takeovers and diseappearances I seriously doubt you will get any such example result , especially your MC runs.Nowhere even in the order of magniture near 76% return unless you have an error in your code or its execution, like still investing 50x$2k during drawdown o similar errorStatistically, it is so unlikely and such an outrageous outlier that I will not even code it ..If someone has enough time to play, please do code it independently and tell us if the result are even above 5% return (average with MC runs)I' d be surprisedwith all respect, I do not believe such post is really helpful for the beginners
no argument on that AND THIS IS NOT A PERSONAL ATTACK:
but I do not believe the system you mentioned with random selection of 50 stocks from xao exiting on average after 10d will give you anything like what you show.
in the time period you mentioned 1/01/2020 to 7/01/2021 (the period you indicated) , the XAO went from 6855 to 7024;
That is obviously an average with a small obviously survival bias so higher than real life experience
As you have a relatively significant sample of mostly fully invested stocks as per your entry selection(1/20th stock are a buy so you will be fully invested statically nearly all along), you should get the average return of 2.4% or so, sure stats can play a bit around but with few stock takeovers and diseappearances I seriously doubt you will get any such example result , especially your MC runs.
Nowhere even in the order of magniture near 76% return unless you have an error in your code or its execution, like still investing 50x$2k during drawdown o similar error
Statistically, it is so unlikely and such an outrageous outlier that I will not even code it ..If someone has enough time to play, please do code it independently and tell us if the result are even above 5% return (average with MC runs)
I' d be surprised
with all respect, I do not believe such post is really helpful for the beginners
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