Burkmere, SSO and SDS have only been in existence since 2006,
whereas Matt's long term SPY system goes back to 1961.
However, one can obviously get a feel for how SSO and SDS might
have fared over the whole period by just comparing for the five
years they have been around.
Happily, the long term SPY system triggers very few trades - if
you look at the stats via the tab, there have been only eight
trades since 2006, including the current trade. In just a few
minutes a manual check of SSO and SDS on the eight pairs (buy/sell)
of dates in question would give you the answer you are looking for.
I would do it myself, but it is 11.30 pm here and I'm going to
bed...zzz
[eye patches]
Title: SSO/SDS v SPX Burkmere, SSO
Long Term Mechanical SPY system..(not short term)
Posted by philosoraptor on 10th of May 2011 at 06:29 pm
Burkmere, SSO and SDS have only been in existence since 2006, whereas Matt's long term SPY system goes back to 1961.
However, one can obviously get a feel for how SSO and SDS might have fared over the whole period by just comparing for the five years they have been around.
Happily, the long term SPY system triggers very few trades - if you look at the stats via the tab, there have been only eight trades since 2006, including the current trade. In just a few minutes a manual check of SSO and SDS on the eight pairs (buy/sell) of dates in question would give you the answer you are looking for. I would do it myself, but it is 11.30 pm here and I'm going to bed...zzz
[eye patches]
Yes..
Posted by burkmere on 10th of May 2011 at 06:42 pm
I'll check myself...yes, I know they have only been in existence for five years...
I was being somewhat (ok, very) lazy thinking that maybe this had already been discussed/done.