Any system traders out there?

[Huskeez]

Just tested my strategy over 10 years of stocks in the DJIA (2000-2010) ... Thoughts?

[lou]

Nice work Huskeez. Good that you managed a 10.5% return over that time frame. The DIJA had 0.5% total return over that period.

Can you share some info about your system?
Can you provide some further information about the annual returns for that 10 year time frame?
Your max drawdown was 71.8% that is pretty big. The biggest drawdown in the DIJA was in 2009 a 52% draw down. Why was yours bigger? A good system should minimise losses and maximise profits. You need to look at system from a risk return point of and ask weather it stacks up.