In the middle of 2005 we had a break through with a systematic approach how to filter out reliable trading signals with AutoAnalyser. We finally could produce Real Walk Forward Tests which would produce average yearly returns of around 13%, with a risk of 8 (One standard deviation) over a testing period of over 50 years (gains and losses not reinvested !).

 

S&P500 +50 year Real Walk Forward Test - RWFT ▼

Note: AutoAnalyser equity curve is cumulated profit only, without reinvesting the profits, which is the realistic approach.