Following up on my my post last Monday of the results of my...

Following up on my my post last Monday of the results of my portfolio of EA's in demo testing, here is an update including the figures for last week:



So the EA that looked really good up until last week - the BRI - had an awful week last week, losing almost all the pips it had gained over the previous 4 weeks. Of itself that's not a concern to me, but what is a concern is that this model tested with a max drawdown of 9.5% over 3 years of back-testing, and the above loss now represents almost exactly a 10% drawdown, so its reached its drawdown limit, within 5 weeks of demo testing. That doesn't seem right so it requires further investigation from me, but at the very least I have decided this model won't go live with the others at the end of the month, and won't until I decided that it re-validates itself.

A 2nd EA (MAV) also did not have a good week, but in context of its back-testing statistics, it remains well within acceptable parameters. The other 3 EA's are performing well and despite the BRI performance the portfolio remains over 4000 pips in profit for 5 weeks, so still ok from a portfolio perspective. What it does do is imo validate the portfolio approach and not relying on a single model/EA.

Cheers, Sharks