Quoting SisterCurareDislikedMrmikal, I'm not sure what the problem is, your backtesting proved the system makes money, at an average rate of 10% per year, and you failed to include some pretty important parts. In addition, you did not compund the profits yearly. What you've proven is that there exists a way to make at least 10% on your money anually with no risk. Correct me if I'm wrong, I'm sure you will.Ignored
Did you add the balances??
Balance = 3313.05
Balance = -16676.49
Balance = 5871.66
Balance = 1413.35
Balance = -5436.10
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= -$11514.53 after 5 years...that's NEGATIVE
This is how much your account would be worth after 5 years! If you were to try and liquidate your position. That's a HUGE hole to climb out of. Now if you're telling me that you're just going to wait until your equity climbs out of negative territory, that could take years to climb out of that hole. With the ups and downs you may never clear that. What's the point of that?
Now, if we add in $10 a day for 365 days a year for 5 years, that's a total of $18250...for a GRAND account balance of $6735.47 (positive). That's 6.7% over 5 years which is less than 1.5% a year.