The following S&P 500 chart is obtained from the back testing result of one of my trading strategies recently developed, it has very good performance in terms of profit and maximum drawdown when compared to S&P 500 index. The data are obtained from FXCM. The test was run from 1/1/1981 to 20/2/2013. The total profit is nearly 5900 points if not considering transaction cost. Even with the high transaction cost of FXCM and interest fee considered, the profit is still more than 3000 points for the whole period. If using S&P 500 data downloaded from Yahoo, similar performance is obtained.
I'm still looking for more strategies for stock trading and I'll public some of the results later.
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