Comment on Mr Consistent returning incredible returns

Madan commented on 03 Jan 2014, 10:53 PM


In my opinion, back testing is not about samples but how long it has been tested. If it can include couple of market cycles, thats the best parameter to test your idea. I would say 8-10 yrs is a must.

I don’t go with samples because sample size is based on the strategy. There are strategies which trade only twice a week and there are ideas which have 5 trades in a day. So, you can’t just go with samples. But ofcourse, anything less than 100 samples is not gonna cut it either.

Hope you understand.

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