[amibroker] Backtests - End of day

["Ara Kaloustian" <ara1@xxxxxxxxxx>]

I am getting some results that I do not understand why

 

Am testing using relative strength... will not describe system, because I don't beleive the specifics are relevant.

 

My issue is that I get significantly better results with larger watchlists:

 

Example:

 

S&P100       ==== >   7.75%

S&P500       ==== > 13.00%

List of 1500  ==== >  23.00%

 

Am not using scoring variable.

Max positions variable of 5 and 25 have very little effect.

 

Does this make sense to anyone???

 

 

TIA

 

Ara

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