Run at $125 commision & Slippage on SPX data
even though SPX is proven 15 to 20% too optimistic . . .
Total Net Profit $ -$21,300
Profit factor .89
MIDD -$251,155.00
Hmmmmm, that is a rather hefty drawdown . . . .
xls. file available for anyone who wants it.
John
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