Backtesting FA systems - Aussie Stock Forums

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  1. #1

    Default Backtesting FA systems

    Hi Fellas

    Is it possible for somebody out there to backtest the following FA system for me?

    Buy when the following have been reached for 2 years running:

    ROE >14%
    Debt/Equity <75%
    Revenue Growth >10%
    PEG <1.2
    EPS Growth >9%
    DPS Growth >7%

    And the following for three months:
    45 day MA above 180 day MA

    Sell when 45 day MA moves below 180 day.

    If you need more info let me know.



  2. #2

    Default Re: Backtesting FA systems

    It's a long term long only system with some FA filters. Even without backtesting I can tell you that it stopped working about 9 months ago and the 10 years before that was doing great.
    Success is a science; if you have the conditions, you get the result.

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