SteveL Veteran   Posts: 189 Joined: 10/11/2012 Location: Boulder, CO  User Profile | MarkG, These are curve fitted. There have been tweaks of many things to make these curves. I've tweaked the strategies, allocations, and # of trades per day. I'm sure the market states formulas were tweaked to give the best results with the set of strategies being analyzed, and the choice of time period also allows for tweaking to fit the bear, bull and other market states during this 19 year period. BUT, these curves are the results of many thousands of trades. So, it's not quite as bad as curve fitting to a 100 trades. That said, there is always curve fitting. That is how these strategies, indicators, etc. were developed - to produce a good back test, and hope it produces reasonable results going forward. | |
