Thank you for all the kind words.
To answer several questions:
- The chart is a backtest from 2007 - 2009, red form. I've included the backtest inside the package. I've also included a backtest of red form from 2005 - 2009 and the graph is not that straight. In total i've included 6 backtests with different settings and period.
- Yes, I agree that if the technique become too famous, it will deteriorate. Well, I hope the technique will hold long enough.
- Unfortunately, I don't have any forward test. I'm expecting some people here could forward test it and share the results.
Regards,