Jeff Mishlove Member  Posts: 31 Joined: 10/11/2012 Location: Las Vegas, NV  User Profile | The spreadsheet shows the strategies organized alphabetically. In addition to the raw data from OT, I have added some columns of my own making. Columns B, C, and D, indicate the strategies selected by Mark Holstius for the three different market conditions. Columns E, F, and G show the strategies selected by Nirvana for the Universal Method. Columns T, U, and V are based on three formulas from the forward testing data that I have chosen to help rank the strategies. This should be clear from the column descriptors. Column W is highlighted in red for those strategies that also had unprofitable short trades. It is highlighted in green when the short trades were profitable. And, for all of the strategies with short trades, Column X is highlighted in blue indicating the statistics for the long-only trades of those strategies. I used Columns P, T, U, and V for ranking the strategies. Using the Excel sort function, I was able to highlight in yellow the top strategies for each of these columns. For each of the 27 strategies that were highlighted in yellow in three of the four ranking columns, I then highlighted the name of that strategy in yellow. I see that the strategies selected by Mark Holstius and by Nirvana do not overlap entirely with the 27 strategies selected by my rankings. So, there remains much to consider. I still wish to go through all of these strategies to make some sort of preliminary judgments as to which will work best under various market conditions. Jeff  Attached file : Summary Data Spreadsheet.xls (84KB - 547 downloads) |
