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Yup. The last time we had a bear market was so long ago. Most systems don’t even backtest that far! …lol.
For such a system that is always long it will need a good indicator to determine when is the next bounce. Which I doubt there is one is this case.
"Yup. The last time we had a bear market was so long ago. Most systems don’t even backtest that far! "
Very true. As far as I know my system is the only system that has backtesting from 2008 till now and it was profitable in 2008.
This is why I am finishing February in (very small) profit.
Although, to be fair, there’s not many portfolio managers out there that can time their margin calls to be profitable lol
Hi @Tony_Pei, what is your comments on this bear market so far with a long only system? Any plans on how to deal with such a crazy market?
Any idea why your strategy’s drawdown is mirroring the market despite the backtests suggesting it would profit from the volatility? I know you put a lot of faith in those backtests. Any chance you could run a backtest on your strategy from Jan 1, 2020 till now? I wonder if the results of the backtest would match the real life performance or if the backtest wasn’t realistic?
