Jim Dean Elite   Posts: 1059 Joined: 10/11/2012 Location: L'ville, GA  User Profile | Sorry - I responded too quickly. As I recall (not at PC) there is a PortSim sort option “by Strategies” (as opposed to alphabetical). That was what I was thinking of. Re the abbreviations - again I can’t recall the exact terminology - but it is the second of the three sort options (first is equity and last is maxProf/WDD). Re the usefulness of Market States vs equity curves (either taken alone) - I believe both is better than either. MS filters help assure that the long term &/or broader market momentum is conducive to trading with strats that are designed for that environment. Recent equity curves show, amongst those strats, which symbols best fit the combo. Sorry about the confusion. Hope this straightens it out. | |
