Tuesday, 26 March 2013

Combination of 4 Long/Short Systems 8X Out of Sample Simulation

8X is just a theoretical leverage calculated by the leverage optimal model. I don't think that anyone in reality is gonna use it.

Total Compound Return from Oct/90 - Feb/13: 144,280,539.74%

It means that by using this system, anyone invested 1 dollar in Oct/90. This system could get him/her 1.44 million dollar profits in these years. Although the simulation is totally based on the forecasts and 100% systematic, it's still too good to be true. :-D


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