Strategy Track Record Auditing?

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Strategy Track Record Auditing?2017-03-03T15:29:54+00:00
  • Author
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  • Huang
    Participant
    Post count: 2

    Hi, I just stumbled upon this site and am interested in finding out more.

    – How much of your historical returns are from backtests and how much from live trading?
    – When did live recommendations start?
    – Do the live recommendations line up well with backtest results?
    – Do all the dates on the table above actually fall on tradable dates when the market was open for the securities traded?
    – Are the live trading results confirmed by a reputable independent market timing signal auditor?

    thanks,

    Huang

  • Frank Grossmann
    Moderator
    Post count: 167

    – you see the live trading dates in the charts (Strategy menu)
    – same date as live trading
    – I think so, but you see it in the charts
    – yes, but we calculate always at month close and the trades are normally done during the first 2 days of the new month. This will give slightly different results.
    – no

  • Huang
    Participant
    Post count: 2

    Cool, thanks! With respect to the separate third party market timing signal auditor I think there are several options (that I currently know of)

    For each base strategy, you can create:

    1. A Ready To Go folio on folioinvesting.com to track live results

    2. A Ready-2-Go model on portfolio123.com to track live results

    3. Send your trading signals for each strategy to timertrac.com and thetaresearch.com. Some market signal providers send their signals to both. Each market signal provider on these sites has one or more trading strategies with verified live history.

    I think doing one or all of these would help give peace of mind to all your subscribers. It will also help market your strategies and bring in new customers from all 4 of the sites above.

    Are there any plans to do anything like this?

    thanks,

    Huang

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