as someone who is in the "backtesting" industry for a very long time, I would like to ask you all to publish your research results for more than 10 years. From 2008 until today has been a relatively easy market if you tuned your strategy to go long relatively quickly. However, the 10 years before 2008 weren't that easy.
One of the strength of WealthSignals is that you can see the research results and the forward results (Out Of Sample). What I like to see are the results from 1998 - 2008, because that is where you get the drawdowns and losses from the "volatile" times.
What do you all think.
Wed Feb 27, 2019 - 13:21
Of course it's ideal to have research results for the entire "lost decade". A strategy would certainly be more attractive to a potential subscribers if its [relatively good] performance were available during the two bear markets in that period, and authors should certainly be encouraged to provide that information.