Happy new year 2018! Time flies and it is another new year! It is time to review previous full year performance of my trading system which I am currently trading live.
This is a momentum and trend following strategy which I didn't have any post about it before in this blog. It is one of my best trading system, based on 10 years backtesting from 2007 to 2016, the average annual return is around 30% with 19% maximum draw-down. From the equity curve it is the most stable system which I have developed, hence I choose this system as my first trading system to trade.
Let's examine the full years performance of 2017 below
From the charts and table above the trading system annual return is about 79% and maximum draw-down is about 10%. From the "Profix Table" it made consistent profit every month except May. The performance certainly exceeds my expectation and I have to thanks to the bull market in 2017. I will continue trading this system live and follow it strictly in year 2018.
Note: The result above is forward testing or real performance (almost, I admitted that I have fixed some minor issues but I don't think the fixes affect the result that much).
