This is the best trading system of all time fully disclosed so everyone can use it. Based on data since the start of 1960, the rolling 20-year performance of this trading system has been spectacular with a current CAR equal to 5.9% that has never fallen below 2.7% and has reached as high as 13.05%.
The system I am talking about is of course the actual market based on the yearly performance of the S&P 500 index as shown above since 01/1960. Some statistics based on 20-year rolling periods:
I was going to insert some notes explaining the meaning of the above parameters but again I thought that if someone does not know what they mean it is a waste of time and if some knows what they mean it is again a waste of time. So I saved some valuable time.
There you go. The best system of all time is the market itself. During the last 53 years, it has only been down 13 times on a yearly basis. The performance statistics are outstanding.
If you cannot come up with a trading system that will test as good as the current set of performance parameters in the table above then you are wasting your time and money.
Disclosure: no relevant position at the time of this post and no plans to initiate any positions within the next 72 hours..
Charting program: Amibroker (Charts created with AmiBroker – advanced charting and technical analysis software. http://www.amibroker.com/”)