4 ms·
Well that was pretty shallow. Only a single pattern was included and even that performed worse than the index. If you were to include the transaction costs and
by Temporary_31337 3y ago
Well that was pretty shallow. Only a single pattern was included and even that performed worse than the index. If you were to include the transaction costs and the cost of time spent analysing that, the perf would be even worse.
So a shallow article with a wrong conclusion.
Since past returns are not a reliable indicator for future returns any back testing will only show if a thing would have worked in the past not in the future.
- 2020aj 3y agoYes, well the headline "Is this particular 50/200 day simple moving average crossover strategy just S&P500 astrology?" isn't a sweeping enough generalization