I backtested it from 1970 to 2015 and tested in live market in 2016. I made 44% last year. Sharp ratio is 0.73. My max drawdown was 25%. My average loss is 11%.
I have been trading professionally but I need some opinions before I finalise the strategy. What are your thoughts?
Submitted March 05, 2017 at 09:07AM by troycatalano http://ift.tt/2mT7qWm