Digitaldood Member Posts: 10 Joined: 3/3/2009 Location: Allen, TX  User Profile | I have been working on a Credit Spread system for a while now, and I've attached the Performance Report and the Equity Curve using the 4 year back test and 1 year forward test. The equity curve is starting with $29,000. Without getting into the actual system, do these results look realistic? I've looked at the actual trades - I guess I can include those as well - but, I mean, I wasn't believing it at first when I ran the test, and then ran the Port Sim. I know some will say that you can't really say unless you know what the system involves, and we can get into that later. I just wanted to get this started off, and would love to work with a few who might be interested in quantifying this strategy. Thank you  Attached file : PerfReprt_jpKeltCSpATM.pdf (34KB - 296 downloads) Attached file : EquityCurve_jpKeltCSpATM.jpg (312KB - 278 downloads) Attached file : 007jpKelt50CSpHiProb.xlsx (433KB - 261 downloads) |
