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189: Managing multiple trading strategies – David Bean
Better System Trader
How Long Do You Test Your Strategy?
How far back do you test your strategy to validate its effectiveness before you put your money behind it? That's a good question. I like three years and typically five or more mixed in with my strategies that have had 15 plus years as well. And then I've gotten as short as one year, but that doesn't, one year,. Those have been some fails, I guess, if you just look back and say, okay, this works the past year. David: "I love that I have a set of strategies that do work"
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