Equity Curves
The trades are based on the Walk Forward method to prevent “In Sample” bias (i.e. 2003 trades are based on data from 1/1/1990 – 12/31/2002. Then each year walks forward and repeats the process.)
$100 initial investment 1/1/2003.
The trades are based on the Walk Forward method to prevent “In Sample” bias (i.e. 2003 trades are based on data from 1/1/1990 – 12/31/2002. Then each year walks forward and repeats the process.)
$100 initial investment 1/1/2003.