A Moving-Average Long Strategy with Reported Backtest Returns

Summary

The post describes a strategy adapted from another approach and characterized by its author as a moving-average method that takes long positions. The author reports a four-year backtest with a total return of 120 times the starting value and a maximum drawdown of 19%. The post also says other tested periods performed well, but it gives no dates, assets, market conditions, trading rules, benchmark, or supporting performance records.

The author had only recently started a paper-trading test and explicitly questioned how the strategy would perform in live trading. The discussion mainly consists of requests for the strategy or its code; the post itself provides neither. As a result, readers can learn only the broad trend-following idea and the reported figures, not reproduce or evaluate the method. The backtest claims should be treated cautiously because the document does not explain fees, slippage, data handling, position sizing, or whether the reported results account for look-ahead bias.

Key ideas

• The author describes the approach as a long-only strategy based on moving averages.
• The post reports a four-year backtest return of 120 times and a maximum drawdown of 19%.
• No instruments, detailed entry or exit rules, or code are provided.
• The author had begun paper trading and had not established live performance.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.