You have to backtest at the portfolio level - not one security at a time. Simple models are best. If you are testing on Trade Station, you can only test one idea and one security at a time. That might lead you to try 45 indicators or studies onto the name - that's your ego talking and you'll not likely have the same scenario show up the same way they more overlays you have. Again, simple is best. Test one simple idea across hundred of securities. Why would you spend weeks trying to find a model to trade only the ES or TSLA? That's myopic... Tradingblox Mechanics (the follow up to Trading Recipes) I used CSI Data as the data source. Seasonality in commodities is VERY reliable and it applies to both outright directional trades and spreads. MNNAX was the ticker for Munder Net Net Fund. I said MMNAX which was not the ticker.

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