Recently, as I can see, there is an influx of new geniuses of the Russian stock market on smartlab. Are promoted, reborn with renewed vigor, trade rules — do not put stop-losses, sit out losing trades (until the deal is closed, no loss) and average.
But many, I guess, know a wise saying — confused my own genius with a bull market. We will conduct a backtest of the system for the last three years on the portfolio 49 Russian stocks from topFinam. The system is not just a random purchase, but also in the accidental closing of the purchase. That is, the entry and exit points are chosen completely randomly.. To diversify, up to ten positions can be opened at the same time.
As a result, we get fairly even equity without significant drawdowns.
35% per annum with drawdown 9%, which is better than the profitability of the MICEX index.
Well, the distribution of profits over the years.
I.e, we conclude that it is simply impossible not to make money on such a market from a long. And the real genius is, who has a loss during this period. :)
