RTM7

Strategy Test Results for Australia

Sample - Australia, ASX 200, default RTM7 strategy, Orders modified to be  enter >> ON OPEN OF NEXT DAY <<< , exit on open next day

Settings for forward tests - assume brokerage nil

Results for Forward tests since 2000

Simulation - Assumptions, ASX 200, No leverage (set to 1) , test from 2000 to May 2012, Brokerage flat $6 a trade (IB), each trade uses max 10% of equity

Same simulation from 2008

Here is the Index from 2008 which is not going anywhere

Example of the trades  (longs and shorts)

Alternate Simulation  - since 2000 - Australia, ASX 200, default RTM7 strategy, enter on >> CLOSE OF DAY << and  exit on open next day

Alternate Simulation  - since 2008 - Australia, ASX 200, default RTM7 strategy, enter on >> CLOSE OF DAY <<< and  exit on open next day