These Micron (MU) signals traded as directed would have performed around 233 times better than buy-hold with an ROI of 194,218% for the period 04-Aug-08 to 14-Sep-18 The trading signals for Micron (MU) shown here were selected from over a million backtest results for their reward/risk and parameter sensitivity characteristics. Backtests don’t always generate reliable […]
These Micron (MU) signals traded as directed would have performed around 7.3 times better than buy-hold with an ROI of 1379% for the period 16-Aug-16 to 19-Sep-18 The Micron (MU) signals were selected from over a million backtest results for their reward/risk and parameter sensitivity characteristics. Backtests don’t always generate reliable signals which can be […]
Please note, this post was edited Jan 6th 2016 to correct an error in the short-side calculations. The original post showed an annualized return of 57%, which was erroneous. Below are shown the corrected results for this algorithm.