How much of your data is back-tested and how much was done in real time?
All our returns have been real-time tested since January 2008.
We calculate all the returns for our
trading signals based on the market price at the moment the signal was published. We do this because we publish
new signals during the trading hours
with the expectation that the trade should be executed shortly after. Therefore, the returns are based on the market price for
QQQ at the moment a signal is generated by the trading system.
All returns are cumulative returns that
assume 100 percent reinvestment of profits gained. That means that if we made
5 trades with 10% returns each, the compounded return would be 61%
rather than a total 50% return.
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