OmniVest Forum : General Discussion Topics : Deleting Thread ATM: All The Details Of My Methods

Mark Holstius

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Joined: 10/11/2012
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Subject : RE: ATM: All The Details Of My Methods
Posted : 2/3/2018 10:23 AM
Post #37020 - In reply to #37019

Results using the list of 3,779 stocks in IRA and Margin accounts with various settings from 1/1/2002 to 1/25/2018.

IRA: 1X, Long Only, 4% Of Equity, 4 Long Trades Allowed;

IRA: 1X, Long Only, 10% Of Equity, 4 Long Trades Allowed;

Margin: 2X, Long Only, 4% Of Equity, 4 Long Trades Allowed;

Margin: 2X, Long Only, 10% Of Equity, 4 Long Trades Allowed;

Margin: 2X, Long & Short, 4% Of Equity, 4 Long & 4 Short Trades Allowed;

Margin: 2X, Long & Short, 10% Of Equity, 4 Long & 4 Short Trades Allowed;

I'll post my observations on these results when I have some more time...

I look forward to any comments or suggestions - especially if you choose to duplicate this portfolio and ATM settings to do some of your own research.

Mark

[Edited by Mark Holstius on 2/3/2018 10:35 AM]

Attached file : 00 Big List IRA 4.jpg (661KB - 1877 downloads)
Attached file : 01 Big List IRA 10.jpg (645KB - 1815 downloads)
Attached file : 02 Big List margin long 4.jpg (638KB - 1890 downloads)
Attached file : 04 Big List margin long and short 4.jpg (644KB - 1815 downloads)
Attached file : 05 Big List margin long and short 10.jpg (703KB - 1846 downloads)
Attached file : 03 Big List margin long 10.jpg (718KB - 1826 downloads)