Backtests
These backtests cover the 5 years from 2006 through 2010.
The tests use three trading systems with the stock groups of:
- S&P 600 Small Cap stocks
- S&P 500 stocks
- NYSE stocks
The tables below summarize MyTechTrades’ trading results.
| System |
1 |
1A |
1B |
| Stock Group |
S&P 600 Small Cap |
S&P 500 |
NYSE |
| Period |
2006 - 2010 |
2006 - 2010 |
2006 - 2010 |
| Each Trade |
$5,000 |
$5,000 |
$5,000 |
| |
|
|
|
|
All Trades |
All Trades |
All Trades |
| Net Gain |
$211,245.36 |
$13,465.16 |
$380,654.11 |
| Gain per Day |
$20.34 |
$25.50 |
$22.48 |
| |
|
|
|
| Number of Trades |
434 |
45 |
1,796 |
| Average Gain/Trade |
$486.74 |
$299.23 |
$211.95 |
| Average Gain %/Trade |
9.80% |
6.05% |
4.23% |
| Average Days Held/Trade |
23.93 |
11.73 |
9.43 |
| Win Rate |
65.90% |
75.56% |
63.47% |
How to interpret these backtest results:
Let’s look at the results of System 1B used with the NYSE stocks over the 5-year period. The backtests use historical data to show what would have happened by executing every “buy” and “sell” signal generated by System 1B with NYSE stocks and with every trade assumed to be $5,000. In those 5 years, there would have been:
- 1,796 trades of $5,000 each
- Average gains on all trades of $211.95, or 4.23% on each trade
- Trades that lasted an average of 9.43 days
- 63.47% of the 1,011 trades generating gains and 36.53% of the trades generating losses
Please contact MyTechTrades with questions or for more detailed breakdowns of the backtest results (e.g., by month, year or by price category or by trade).
This Works For My Family
"I have been following these systems since mid August 2010. During this time, I have made more than 100% in profit. I would recommend MyTechTrades systems to my family members.”
- Khai Le, IT Consultant