Re: backtesting - it would be nice to see how a backtested strategy compared against the VVC over that period. Either in chart or % ARR
Re: backtesting - it would be nice to see how a backtested strategy compared against the VVC over that period. Either in chart or % ARR
2
votes
Robert John Keenan
shared this idea
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Howard Beckett
commented
I agree wholeheartedly. I have made the same suggestion for portfolios. There should be a way to do a comparison of the portfolio's or the backtest's performance against an established standard of your choice such as the VVC, the SPX, QQQ, RUT, W5000, etc. There is a workaround for the ARR% comparison. Make a watchlist for the index you want to compare and do a quicktest over the backtest's time frame. The quicktest will give the ARR% for the index over that period.