Reply to thread

Very interesting post Skate.  Its an interesting challenge which stats you choose to benchmark against, and so easy to get out of sync with your system signals if capital is short or you miss out on a buy offer.  Had never considered running a one month backtest for comparison like that.  Your systems have tended to be so nimble buying positions we probably should be surprised how close the performances were.  From memory there haven't been many sell signals on some of the orignal stocks, so many have held up well versus monthly backtests along the way.