Posted by wouldtic on 30th of Apr 2011 at 02:46 pm
Has anyone done any analysis on the potential returns using SSO
and SDS on the SPY system signals?
Is there any better way to do that other than evaluating the
system trade by trade by looking up prices at the open or close
depending on the system signal? That could be done but it
would be tedious. Even then, you wouldn't have the benefit of
trade analysis without some sort of software.
SSO and SDS with SPY System
Posted by wouldtic on 30th of Apr 2011 at 02:46 pm
Has anyone done any analysis on the potential returns using SSO and SDS on the SPY system signals?
Is there any better way to do that other than evaluating the system trade by trade by looking up prices at the open or close depending on the system signal? That could be done but it would be tedious. Even then, you wouldn't have the benefit of trade analysis without some sort of software.
Matt posted some statistics and
Posted by yojimbo on 30th of Apr 2011 at 03:46 pm
Matt posted some statistics and a video comparing SSO to SPY. You can find his post by doing a search on keywords "substituting SSO".
SSO and SDS only started
Posted by philosoraptor on 30th of Apr 2011 at 02:57 pm
SSO and SDS only started trading in 2006, so even any direct backtesting of these ETFs using the system code would be of limited relevance.