I was busy this weekend and there was no likely action this morning. However, technicals are lining up for a new short position. The Score is neutral at 5.5 and the stop-and-go-short level will rise from 1596ish to 1613ish if SPX makes a higher hourly close around 1517.50+ at 1pm+. Good fortune.
S2, When you backtested your system, did you test the actual bear market like 2007 - 2009? Or did you just backtest time periods during the 2009 - present bull market?
ReplyDeleteYes. Manual backtesting day by day due to the flexible stop for various months during 2000-2012. The wins and losses were much bigger during the high volatility 2008-2009 period, so the profits come quicker but scarier in backtesting. Hope to automate it all someday.
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