Normal
Beware - survivorship bias as Lone Wolf and Richard describe can be damned nasty for backtests and real life trading. Here's the same weekly trend following system, with backtest runs since the 2020 Covid crash.First run on All Ords only with no constituent monitoring (so incorrectly includes trades on shares that will enter the All Ords , or have already left).Next one is with proper constituent check and historical tickers. Ouch!(No affiliation with Norgate, but personally believe few extra hundred $$$ for platinum subscription is money well spent).[ATTACH=full]127254[/ATTACH][ATTACH=full]127255[/ATTACH]
Beware - survivorship bias as Lone Wolf and Richard describe can be damned nasty for backtests and real life trading. Here's the same weekly trend following system, with backtest runs since the 2020 Covid crash.
First run on All Ords only with no constituent monitoring (so incorrectly includes trades on shares that will enter the All Ords , or have already left).
Next one is with proper constituent check and historical tickers. Ouch!
(No affiliation with Norgate, but personally believe few extra hundred $$$ for platinum subscription is money well spent).
[ATTACH=full]127254[/ATTACH]
[ATTACH=full]127255[/ATTACH]
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