Demi performance review, June 2011

Source: forexautomaton.com

This post begins monthly peformance reviews for the Demi line of EUR/USD daily time frame trading systems. There are four systems in total, differing only according to the choice of the closing hour of the "day": 3, 5, 9 and 11 am Eastern time. The systems went live on August 25, 2010, after extensive back-testing. Since then, the parameters found in the course of the back-testing have been frozen. Even though the system output (see Demi section of the site) is available only to the registered members, the performance reviews will be available publicly. Fig.1.1 Evolution of Demi's simulated equity with time for the system with daily updates at 3am Eastern time (8am London). The moment of going live is marked by a vertical line. Time axis is labeled in MM-YY format.


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