Hello all

I conducted a comprehensive back test using 40 different instruments, with each back test spanning over 5 years of data. In total, approximately 200 million trades were analysed, comprising 150,000 back tests. The strategies employed in the back tests were derived from John Ehlers Digital Signal Processing techniques, as well as classic indicators such as RSI and CCI, allowing for effective comparisons.

Following the analysis of the back test results, I selected prospective triplets consisting of strategy, timeframe, and instrument. This selection process was crucial in creating a well-balanced portfolio. The trading was carried out using a lot size of 0.01, ensuring consistency.

The results of the back test, along with the chosen portfolio, are outlined below. So as you can see it works, only matter to chose proper TF, strategy and instrument.


Enjoy, Krzysztof