How Long Should You Backtest A Trading System Trading Heroes

How Long Should You Backtest A Trading System? - Trading Heroes

How Long Should You Backtest A Trading System? - Trading Heroes When backtesting portfolio strategies, a 9-12 year lookback period is optimal, but incorporating a 25-year lookback can enhance predictiveness Trimmed alpha is the most predictive performance measure

How Long Should You Backtest A Trading System? - Trading Heroes

How Long Should You Backtest A Trading System? - Trading Heroes

How Long Should You Backtest A Trading System? - Trading Heroes

How Long Should You Backtest A Trading System? - Trading Heroes

The CORRECT Way to Backtest Day Trading Strategies