Market Timing System
Out-of-Sample Test
We always concern about over
curve-fitting. Because our market timing system is supported by statistics, we
tried it on as many symbols as possible to maximum available historical data.
We performed an out-of-sample test against 90
years of data of $INDU, assuming $INDU is a tradeable asset with $50
big point value. Without changing any input parameters of @ES, our strategy
generated over $20,776,000 hypothetical net profit. We also applied our
strategies that we optimized on other 49 symbols against 90 years of data of
$INDU, most of them are profitable.
Here is the performance summary of @YM on $INDU in 90 years
Performance Summaryance Summary
