Add VVC Price to overlay the Backtest Graph
In addition to Confirmed Calls, DEW, Primary Wave, add a feature that overlays the VVC performance.
This would be a visual gauge of:
a) How well the back test performed against the VVC (assume 100% of the portfolio was invested in the VVC at start)
b) Where the particular strategy is stronger/weaker, as compared to the overall market (VVC).
This would need to be a line chart, so that it can be distinguished from the "area" graph of the back test performance.
Allowing this VVC run-line to be overlayed at the same time as Confirmed Calls (DEW, Primary Wave) markers would be preferred. That would suggest which market timing signals are "best" for the tested strategy.
Ken Reso commented
The Strategy of the Week for March 22 2013 could have benefited from this feature. It wanted to show the overall market (VVC) as compared to the Backtest, but could only do so through screen context switching. A second graph series, assuming the portfolio invested 100% in the VVC, could plot on the same scale as the series representing the individual trades.