Spxbot robo-advisory performance - spxbot blog

I've always been reticent to publish the performance of the Position trading system: I've even dismissed the record table for the subscribers, without any complaint from them. It should be complex to explain why, it's something intuitive, but it is related to my distrust in backtesting. First, I've always tested forward, not behind. The model, or as I call it now: r.Virgeel has taken shape during four years and is performing well. It is still under development: new ideas are passing as clouds at the moment.