What if the markets had collapsed this week? Do you use stops or just hold on hoping for a reversal? The last 18 months haven't been that volatile but looking back a bit further there have been times of extreme volatility and it would be interesting to know how your system would cope with these. As it is EOD, I would have thought it would be straightforward to get a 10 year back test. That would reveal if it works in different types of market conditions.
Thanks for the reply Kipper. Will be interesting to see how you get on. I do think you should consider looking at how your system worked in previous years. If it worked well, it will give you a lot of confidence, if it had problems, you might be able to avoid them in the future.