I explain why backtesting can work well--the relationship of in-sample to out-of-sample performance--and why sometimes it presents major problems. I do so using principles of performance, correlation, ...

James Chen, CMT is an expert trader, investment adviser, and global market strategist. Gordon Scott has been an active investor and technical analyst or 20+ years. He is a Chartered Market Technician ...

When backtesting a portfolio strategy, you have to decide how far back to look. Should you use all available data, stretching back decades? Or should you just look at the last few years? There are ...

Technical Analysis Backtest: This section highlights the top-performing technical indicators for NDX and SPX over multiple holding periods and how they compare to their relative benchmarks. Historical ...