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FAS ETF Backtesting

(3 posts)

  1. BigG
    Member

    I just stumbled onto this site. Really like the layout...and thoughtful responses that have taken place. Hopefully it gathers steam.

    I am a relative novice trader, but not so new as to understand that consistant gains need to follow a technical methodology. I have been playing w/ TD Ameritrade's StrategyDesk on the love/hate relationship I have with FAS.

    The very simple backtests that seem to corrolate is F-Stoch, but pushing the buy and sell off of the 80/20 to the 85/15 boundaries. The scenarios I have run show 1/3 less trades and higher cumulative gains. However, this is for a relatively short time period - since March lows. Thoughts?

    Posted 9 months ago #

  2. roughbert
    Member

    I'm no trading expert but am familiar with some statistical methods. But I don't see any experts replying, so here is my two penn'orth... My guess is that the optimum moving average numbers will depend upon the phase of the market - very different pre-March, and some would argue on the move again.

    Posted 9 months ago #

  3. Donato
    Member

    Big . . .
    Your simple post stirs many possible responses in my head. If you want to learn from my mistakes, first answer me this . . .You say you are a novice trader, what is your time frame?

    Are you day trading or holding overnight? If overnight, how long?

    Posted 8 months ago #

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