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Groups: Registered, Registered Users, Subscribers
Joined: 8/4/2012(UTC)
Posts: 22
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Hi All
Over the last month or so I been testing almost all the systems in the system tester. I have been using baskets of stocks - about 10 per basket of large cap, medium cap and small cap on the Johannesburg Stock Exchange. My test period is 1000 days ( periods ). I am a bit confused by the results which show in a large majority of cases that Buy & Hold outperformed the particular system that I am using. The JSE Overall Index has increased by about 100% over the last 1000 days. But why can I not find any systems that beat this??
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