166: Consistent Equity Growth using Diversification – Nick Radge
Better System Trader
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Is It Helpful to Back Test Decades in the Past?
I limit all my back testing back to 1995. One could argue going back before 2000 is probably problematic, especially in the US market where tick sizes were different back then. So there's a lot of stress testers in there that you could certainly put weight against. But I do like to see how my systems perform over extreme market conditions. And actually a question that just come up in regards to changing markets from John: Is it helpful to back test decades in the past?
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