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Fooled by Random Backtesting

Posted by Michael Harris on May 20, 2013

Backtesting trading systems on historical data is again becoming popular almost 30 years after it started being used by individual traders due to recent advances in web technology and server speed that allows its online implementation . . .

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Michael Harris

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Hypothetical or simulated performance results have certain inherent limitations. Unlike an actual performance record, simulated performance results do not represent actual trading. Also, since the trades have not actually been executed, the results may have under- or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Hypothetical trading results are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown.

Fooled by Random Backtesting

Michael Harris

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Fooled by Random Backtesting

Leveraged ETF Seasonality Strategy

Weekly Market Report: “There Can Be Only One”

8 Trading Strategies Plus a Free Bonus

Michael Harris

Leveraged ETF Seasonality Strategy

Weekly Market Report: “There Can Be Only One”

8 Trading Strategies Plus a Free Bonus

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