Quote Originally Posted by pdp-brugge View Post
Using the time free because of the current neutral state the 20DMF is in, I did some back testing to find an easy trading strategy.
I have written a paper about it and publish it here.
Because my native language is Dutch there is a possibility that my writing in English is not perfect.
I have only been trading for 1½ year and consider myself still very novice.
There are certainly more brighter and more experienced people in this forum.
The idea behind this paper is to obtain feedback.
The results are quite good to my personal humble opinion.
Maybe too good to be true…
Any feedback is more than welcome

PdP-Brugge

Attachment 13180
This is really great work PDP.
I understand that it took you much time.
I encourage trading this with GDX as you suggested, because it will give you much confidence to trade a system that you have back-tested.

Regarding the "poor" results for IWM in 2011: 15.85%, against SPY: 22.43%.
This is not normal, as both trades are entered as the same dates.
I suspect that there is maybe a calculaton or data error somewhere for that year.
You might check the data trade by trade: you pull IWM/SPY data from the Yahoo historical site and then compare the entry/exit prices of your system for each trade. Since there are only 10 trades per year, this should be very quick.


Pascal