After many weeks of backtesting the systems that came with MS11 and then buying the Performance Plus plug-in and testing those systems, I am amazed to find that none of these systems seem to perform as well as the very basic logic of buying on, say, a 30-day high and then placing, say, a 20% stop loss. Is that possible, or must I be doing something completely wrong in my backtesting?

At first I tested on major market indexes like SPX, RUT, etc. Then someone suggested that technical systems do better on more volatile vehicles, so I moved my testing to the 100 stocks in the Nasdaq 100. Still the same. The included systems in MS11 & the PS Plus group seem to generate many more trades and net a lower return. Is that possible, or am I right to question these results? Does anyone out there have system logic they would suggest I compare to the very basic going long on H>Ref(HHV(H,30),-1) mentioned above?

Looking for insight.

/kim