Just a reminder: the system doesn't have "historical
performance." Backtested results are a fiction. That
doesn't mean that the fiction can't match reality, and in this case
I hope that it does, but it's not the same as reality. The
only "historical performance" that we have is since the system went
live in April.
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Just a reminder: the system
SPY system performance
Posted by algyros on 5th of Aug 2011 at 09:24 am
Just a reminder: the system doesn't have "historical performance." Backtested results are a fiction. That doesn't mean that the fiction can't match reality, and in this case I hope that it does, but it's not the same as reality. The only "historical performance" that we have is since the system went live in April.