Wednesday, August 11, 2010

MultiStage System Results - Part Two

The system results I posted most recently are from what I call MultiStage System v6. One of the other ways I like to look at the results is in a calendar format. Below is a picture of the month by month results.

As I have repeated many times, these results are from the past, and there is no guarantee that they will continue. Personally, I have a great deal of confidence in quantitative approaches, especially when care is taken not to fool yourself.

By the way, I've played with this image and I can't figure out how to make it larger. I recognize it's hard to read. For simplicity, the green represents months with profit, and the red with losses. From 1999 to present, there have been 4 losing months ranging from 1.62% to 4.36%. In upcoming posts I will add some more "results" data, showing many of the ways I analyze the output of backtests.

Good Trading...

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