Matt could you please post the  performance stats on the custom Spx & QQQ

     I don't have them in

    Posted by matt on 24th of Jul 2024 at 07:33 pm

     I don't have them in my Google Spreadsheet and don't have the 45 min it would take to manually populate that

    so just looking at the TS report:  Profit factor of 7 for the SPX with 69% winning trades, 77 trades since early 2002. Max draw down of 6.2%, Avg time in trades 74 days, 94 for winners, 29 for losers

    Every year the system made money (2008 made 8%, 2022 made 2%) the only year it lost was 2015 at -3.8%.  Avg # trades per year as low as 2 to as high as 7 (7 trades only occurred on year in 2014, otherwise the max was generally 5 or 6

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