Stretch - The Chartist

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September 23, 2020 at 6:15 am #112171

GlenPeake
Participant

Here is MR#1 system stats, a slight adjustment to the MA filter during COVID… other than that… no real changes….

( RE: MR#2 system, it was changed up with the CORE rules…. so a significantly different system to that system pre/post COVID).

15 Year Backtest MR#1 System

(No Leverage)

September 23, 2020 at 6:17 am #112173

GlenPeake
Participant

5 Year Backtest MR#1 System

(No Leverage)

September 23, 2020 at 6:38 am #112174

TrentRothall
Participant

Great! Thanks Glen, very nice looking stats. Quuck follow up queston..

10 x 10% positions? or 20

September 23, 2020 at 7:15 am #112175

GlenPeake
Participant

No problemo Trent….

For each system, I use 5 positions @ 20%.

September 23, 2020 at 8:38 pm #112176

Nick Radge
Keymaster

No leverage…sheesh

September 24, 2020 at 1:17 am #112179

GlenPeake
Participant

Nick Radge wrote:

No leverage…sheesh

Thanks Nick.

I’m pretty pleased with the performance since I ‘tweaked’ the systems back in April/May.

The performance of the last 4 months with the live ‘Out of Sample’ market data, gives confidence.

October 10, 2020 at 6:19 pm #112180

Anonymous
Inactive

Ok Glen, where do you live…. I’m coming over.
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