System Tests - using default strategies
These are back test results using the 3 default strategies which come with the software  (Trending, Reversal and Breakout strategies)
  • These strategies are really only designed to help you find opportunities not all signals would be traded in a live situation
  • Exits are based on market reversals and and next pivot points
  • A trading plan should use additional market exits such as trailing profit stops etc.
  • The tests were only run on the Long opportunities, trades were entered on next bar
  • The results show all systems are profitable and were traded for 11 bars
  • The best test was 250 periods and the forward test was 250 periods monthly boundaries
  • No dynamic optimisation, no slippage or commissions, voting method = majority of Longs
  • The portfolio simulation uses an advisor rating 90%, a minimum trade size of $5000 and a cost per trade $15
  • The test period was July 2010 to July 2011