Trend following with stop loss on AAPL and SPY

We found that our two moving averages trend following systematic strategy works better with a simple stop loss, or at least it works better on MSFT. In this post, we will experiment with AAPL and SPY. If the new strategy generates improved performance on these securities as well, we may consider this an indication that we are up to something here, and further investigating this strategy makes sense. If not, then we would like to know why. So we will back-test the strategy again in Zorro Trader, but this time for AAPL and SPY. Let’s start with Apple, Inc. The Lite-C code is the same, and the result is in the picture above. The detailed performance review is below.