Mark Holstius Elite    Posts: 744 Joined: 10/11/2012 Location: Sleepy Hollow, IL  User Profile | I added additional strategies to the Nirvana selections and then spent some time the past week focusing on the “robustness” question: whether ATM methods will maintain their edge when applied to various lists. Once again, I’ve been impressed with what we’re able to accomplish with ATM - and we’ve only scratched the surface. I’ll put up a couple of examples. This shows my ATM Method vs Nirvana’s Universal using a list of 300 stocks from 1/1/2002; Restricting mine to 1X and longs only using that 300 stocks list; Restricting mine to 1X and longs only using the Nirvana stocks list (fewer stocks = fewer trades / profits); I have other examples, but let’s just say that I’m impressed with the consistency of ATM. MarkG: thanks for bringing up the 1X Long question. If we question whether the majority of profits are coming from the long or short position, it’s really easy to answer now. ATM isn’t just useful for the end result. It allows us to quantify the contributions of different variables. If you think you have a good ranking formula, you can just toggle it on & off to verify its effect. Same for filters, allocations, and even different definitions of the market states themselves. I’m really looking forward to being able to use this in OV… This is a fantastic tool on so many levels! Mark [Edited by Mark Holstius on 1/29/2018 11:11 AM]  Attached file : 00 3oo stocks.jpg (583KB - 828 downloads) Attached file : 01 1X Long 300 stocks.jpg (539KB - 825 downloads) Attached file : 02 1X Long Nirvana stocks.jpg (550KB - 810 downloads) |
