NSP41 Tests
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The following analysis was carried out in the Australian Market.  We made several changes to the US version including only allowing long trades.
Performance Tests
Using 750 period back test and 250 period forward test against the ASX 300. (Forward tests confirm the results of the Back test optimisation). All trades analysed
Equity Curve for the last 12 months
The return on equity ROI for 250 forward test (live) is 31% for the ASX 300. This is when the ASX return for the last 12 months was NIL
A minimum trade size of $5000 was set and commissions of  $15 a trade were assumed. This is an active strategy with typical trades of 4 days or  less hold period. In the tests long trades were allowed to occur even when the market was down from March. (and as you know, past results are no guide to the future performance).
Assumptions for Simulation -                                                                                   & Portfolio Results
Equity Curve for the last 24 months ASX 300 - 67% ROI