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I already posted URBN backtesting results in this post:
But those results were from 2009.
As many investors have asked what my system did in 2008 I have now done backtesting which includes 2008 (you can compare the 2 backtests and see that I have not done any curve-fitting or optimization, results are the same).
The tests run until June 1st 2019 as my C2 system started on June 1st 2019. So this system is accompanied with 12 years of data. This means 900,000 minute bars tested.
The SP500 did something like 12% a year in 2009-2019 with 27% drawdown, I suggest backtesting a longer period like 2000-2019, 2000-2010 had 2 major bear markets and the index returned negative for the decade so you can get a good idea if you’re not dependent on market returns if you use a time period that isn’t just a line straight up