Ah, OK I thought we were talking about different things. Yes, I purchase a subset of all the stocks I could buy. But these last days with so high volatility, the real results I have obtained has been much worse than backtested results. That's why I am worried. But I understand it depends also in the logic of the system..
I have to study the recent solutions proposed.. and the long conversation 3 years ago.. --- In [email protected], Keith McCombs <kmcco...@...> wrote: > > Gonzaga -- > By a "pretty good match", I meant that the stocks traded real world > would be a subset of the ones that 'could' be traded in the back tests. > Also, overall performance is within reasonable expectations, considering > the fact that the same identical stocks are not always traded. > > Remember that backtesting does NOT tell you what will happen in the > future. But only what you _might_ expect to happen, with a whole bunch > of uncertainty bundled in. > -- Keith >
