Lessons from Backtesting

Lessons from Backtesting with Gary B of Mountain Trading

At a recent meeting, I had the pleasure of having a friend and fellow Systematic Investor, Gary, give an in-depth presentation on his backtesting process.

The cool thing about the meeting was that he didn’t just cover backtesting, he covered the reasons why he chose to look at the metrics he did in evaluating his strategies, and the challenges (and solutions) he faced on that journey.

Gary shares the things that he’s learned that have allowed him to…

1 – figure out when a trading idea works, and why,

2 – how to measure his edge and specific metrics that give him the insight he needs to understand his strategy and edge inside and out, and,

3 – give him the confidence to go forward and turn his strategy into a systematic process that he can trade live in the markets each day.

Gary also talks about how he finally decided to use automation so that he didn’t have to manage the day to day ordering process and how it helped to make his process as consistent as possible.

BTW, Gary has an awesome active strategy that he trades and shares for those that are looking to model something that works, now.  You can follow his low-risk trading model signals daily, for just $9.99 for the 1st month to decide if they are right for you.

Details on how his NDX Momentum Strategy work can be found in the 5 minute video on this page.

Enjoy “Lessons from Backtesting”…!

To Your Systematic Success!, 

Systematic Investors Group Team