Backtest needs to test with a market timer, not over a single time period. Portfolio VV6 does this.
At the end of a backtest, the balance is reported, but not carried forward to the next signal.
Jay Leavitt
shared this idea
Market timing in the VV7 backtester for US markets has been released. RealTime subscribers have immediate access. Intraday subscribers can get a free 2-week trial.
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Erik Harris
commented
Market timing in the VV7 backtester for US markets is coming very soon.
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Rick Rodgers
commented
This is particularly important for non -USA markets where there is no simulator/variator to conduct testing over one or more years. One needs to be able to run the test for an UP call, perhaps then go to cash on a down call and then go back in again on the next UP call, all the while keeping track of cummulative performance. Unless I am misssing something in how VV7 works this would strike me as a key functionality - Rick
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Paul Cotton
commented
Maybe I was overstating when I said "autotest is useless," because you can autotest to the next MTI signal, then sell all or buy, but that would be tedious.