2013 2011 2008 W L Win % W L Win% W L Win% 3269 2122 0.6064 3291 2102 0.6102 2857 2123 0.5737
Ok, so here is your predicted success in the backtest. I guess the question is if they are stable over a long period of time, can we have a reasonable expectation of good performance going forward. Some of the trends instability season to season, but mostly there is consistency over time for the trends that have any kind of volume. Predicting which ones will fall off is almost impossible, but if we have a large group of well performing trends over multiple seasons, I would think it's reasonable (based on what is a really large sample size) to assume the general positive performance will continue. This is basic statistics. Of course nothing is guaranteed. Same as the stock market. You can try to pick winners individually, but smart money is in investment vehicles (mutual funds or hedge funds) that use analytics on a group of investments to beat the market. It seems to me that this is kinda what we are looking at here.
I'm relatively new to SDQL, so I'm deferring to you guys who have been doing it longer. One question I have is whether or not anyone has tried to combine this kind of volume of trends before?
*I did take out 34 trends that were too narrow/flawed for my (albeit subjective) eye, but their actual records were positive, so wouldn't damage the overall numbers had I included them.
Last edited by Cutler'sThumb; 01-31-15 at 06:53 PM.