vkA
 ( 29.48% )
- ago
🚀 New Trend-Following Strategies Alert! 🌍📈

This October, I unveiled a powerful Trend-Following strategy—and I’ve just released another one that I’m even more excited about! After extensive testing across multiple international portfolios (factoring in survivorship bias), the results look solid. Check it out here:

🎥 Watch my latest video here: https://www.youtube.com/watch?v=Jaxzh218vF0

Happy trading and let me know what you think! 💡
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rainfield8
 ( -6.16% )
- ago
#1
@VK, I tried this strategy with the exact settings but get far worse result. Any idea? (no fee or slippage applied). I tried using next day open for position sizing or using a mf of 1.1, no meaningful improvement.







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vkA
 ( 29.48% )
- ago
#2
Hi rainfield, I have to check how the difference is showing up.
Can you publish the performance metrics please too?
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rainfield8
 ( -6.16% )
- ago
#3
@vk
Here it is. Let me know if you need more info
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rainfield8
 ( -6.16% )
- ago
#4
@vk I noticed the SPX exit should use 90w SMA and I used 50w. However changing that did not move much. Also I noticed you showed in the video on Nov 3, 2023 you have 20+ positions exited, but my test (after the 90w SMA correction) showed that I had 20+ pretty much different positions exited on Oct 30 , so I think we got pretty different positions fpr the backtest.

when was the first position opened in your test? Mine had 4 positions (D, CNP, OKE, PMI) opened on Dec 2 1991. I guess it might be that we had different start date so positions are quite different.

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vkA
 ( 29.48% )
- ago
#5
Thank you, I take a look.
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vkA
 ( 29.48% )
- ago
#6
Something is different. Your result is even higher than mine. Your profit goes to 8 million, mine to 2.7M. I can see you are starting with 1M. However that should not make a big difference.
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vkA
 ( 29.48% )
- ago
#7
Here we go, you use Daily data and not Weekly data.
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rainfield8
 ( -6.16% )
- ago
#8
Thanks @vk. That was an obvious difference :)

I updated to weekly and retest it. Still not match your returns but much closer.
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vkA
 ( 29.48% )
- ago
#9
There are couple of things that can than result in differences. Slight differences in the data, starting date, settings etc. I am happy to hear that it is much closer now.
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