Please, there are no useless sharing in our forums. Knowledge is built upon sharing, let’s do it in a friendly spirit, like we are now used to, at PRC. Thank you.
@Brisvegas is right about the fact that the strategy should beat the index or the ETF which is already leveraged, and since this is a long only one.
The strategy’s concept is good, and like I said in a previous post, I like it. It’s a nice combination between mean reversion and trend following. At the end, to get an edge between good returns, low drawdown and acceptable risk, the money management and diversification is the key.
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