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Compare Our Backtested Performance with Other Commercially Available Trading Systems |
Compare Backtested Performance with Other Trading Systems
Futures Magazine recently published an article entitled “Trading Systems: Buy or Build?” (Jan-2010), which discussed the relative pros and cons of building one’s own mechanical trading system or purchasing one from a commercial system vendor. One portion of this article disclosed the historical backtested performance results of a number of commercially-available mechanical commodity trading systems that have been highly rated in the past. The tests were performed by Futures Truth Co. which is the acknowledged premier independent, 3rd-party mechanical trading system testing authority. Following are the results reported by Futures Truth when testing the unoptimized version of Ready Set-Go from 1991 through 2009 against a variety of other mechanical futures trading systems they also considered among their Top Ten Most Consistent Systems. Ready-Set-Go achieved an average annual return on margin plus the maximum intraday drawdown of 73.4% which was over twice the return of any of the other systems tested.
The complete Futures Magazine article can be obtained from www.futuresmag.com and the complete, more detailed testing results are available from www.futurestruth.com. < back to top>________________________________________ |