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PSY Select

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A few months ago we introduced our PsyQuation Score™ in a blog post showing how using our score as an allocation filter significantly outperformed some well known filters such as Omega and Sharpe ratio. 
 
In this post we would like to amplify this message with some backtest and forward test results that you can follow in real time on our Leaderboard, accessible by logging into your PsyQuation account. 
 
BACKTEST

In the chart below you can see our PsyQuation Select portfolio based on the top traders in our ecosystem by PsyQuation Score™. We all know that backtests suffer from a host of biases that typically result in out of sample testing not matching the backtest. Rigorous backtest programming can negate “lookback bias” but the difficult ones to avoid are “survivorship bias” and “self-reporting bias”. We believe we have largely been able to strip out the bias effects which means if our Score is as good as we say it is then it should continue to outperform in a forward testing environment.

 
  
FORWARD TEST

So 28 days ago we started our forward test which you can watch play out on our Leaderboard. It is still early days so let us not get ahead of ourselves, but so far the forward testing is very much in line with the backtest results and we have seen a profit of 2.48% with a max DD of -0.78%.

  
The Importance of knowing your Behavioural Blindspots Behaviour is often an effect