OK to answer jj, and also because it is an interesting check to do:
I started the system on the 26/02 and bought back recommended system shares from up to the 01/02
By the 26/02, I had already lost 1395$ vs the 01/02 start
if I backtest the system, I get the following results:
Backtest:
All trades Long trades Short trades
Initial capital 100000.00
Ending capital 105215.73
Net Profit 5215.73
Net Profit % 5.22%
Exposure % 45.17%
Net Risk Adjusted Return % 11.55%
Annual Return % 15.87%
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my real life results are:
Current portfolio value $102,017.30
Profit $2,017.30
I have real life gain of $2017vs backtest $5215
interesting difference, where does it come from?
Initial mess up:
AMI I bought sold then bought again,
similarily JIN, JIn was a winner but AMI was not,
I lost more on AMI than backtest; $835 loss vs backtest loss of $490
, JIN purchase was less shares at a higher price
JIN profit backtest $3663 vs real $2257
So profit $2017+ initial delayed start $1395+ [mess up AMI:loss: $345 difference] plus messup JIN: 1406 diffence):
total 2017+1395+345+1406=5163 vs 5215 so we match the backtest except for the later start and the initial mess up
Another area where we have a small difference is the number of shares and parcel size:
I send my order on the week end for a given nb of shares, computed based on a premium price.
As a result my parcels are at most 5k, more often than not well under:around $4875 on average
So under invested..again...
Overall, the system is compliant to its backtest, I wish I could have started earlier or be fully invested from the start,,but hey I could have been saved by that too under different circumstances
So yes, a simple, reliable system , not stellar but not too bad and doing its work so far, as long as a major crash is not on the way....
Thanks for following this