.....another example of what I mean by backtest. 2 does not make
a trend and is no sample size at all. You need to analyse the
signal/system/strategy over a period of at least 20-30 occurances
and see what performed well and what didn't and what were the
prevailing market conditions at the time.
For example you might find the VIX BB Buy Signal performs well
when VIX % is above 25 and not so well when its below 25. You then
have a trading edge versus playing outright the simple approach
which is relatively widely known
Not a pop at you but just an illustration
Besides...I am not a McHugh permabear fan!
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.....another example of what I
VIX buy signal was yesterday
Posted by vimal on 18th of Nov 2010 at 11:28 am
.....another example of what I mean by backtest. 2 does not make a trend and is no sample size at all. You need to analyse the signal/system/strategy over a period of at least 20-30 occurances and see what performed well and what didn't and what were the prevailing market conditions at the time.
For example you might find the VIX BB Buy Signal performs well when VIX % is above 25 and not so well when its below 25. You then have a trading edge versus playing outright the simple approach which is relatively widely known
Not a pop at you but just an illustration
Besides...I am not a McHugh permabear fan!