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Market Statistics, Trading Strategies

The Best Trading System of All Time Fully Disclosed

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:

Parameter Last High Low
ROR 224.57% 1,261% 71.28%
CAR 5.9% 13.5% 2.7%
Win rate 70% 85% 65%
Payoff ratio 0.79 5.7 0.79
Profit factor 1.84 32.24 1.47

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.”)