Diamondjag Veteran   Posts: 270 Joined: 11/25/2006 Location: Brighton, Co.  User Profile | Yes. I have been running all RTM strategies on the NSADAQ and S&P 100 combined lists on the past 60 day at the first of each month to see which systems are currently performing the best. I ran AMR5 RTM-17 on 10/1/17 and got a 65.87% hit rate and a .20 PPT. If course this will change depending on the market. Prior tests that I have show a HR right about the same, maybe slightly higher but PPT's closer to .50 to .70. I ran all X-Suite strategies (including XLS-19 V2 to which I added the X-Suite Filter block and exit) back 3,000 bars on 10/11/17 and got a combined HR of 69.08% and a PPT of .76. (By the way I activated the short side of X-Suite. As I remember, it comes long only. The long only results was almost identical to the long and short results.) If you're asking if the X-Suite is as good as ARM5 RTM-17, the answer appears to be yes. | |
