Wynn Member  Posts: 43 Joined: 12/7/2011 Location: Freeport, FL  User Profile | I've been testing Strategies this week to determine which one produces the best results using ATS. I'vs tested on the Dow 30 for efficient runs just to get relative results. My results are: #1-Volume Systems, AROI 59.1%, CALMAR 11.1 #2-UIS Hull - AROI 19.4, CALMAR 2.5 #3-UIS Dbl. Stoch. - AROI 12.8%, CALM 2.5 #4-Position Cont. 2 - AROI 11.5%, CALMAR 1.7 These strategies were selected for final testing based on "Hot Strategy Finder" test results. While I didn't test all, I did test the ones that I have seen good results on. I'm curious why Ed would choose the third best Strategy to show off his new ATS feature? Volume Systems is far and away the top strat. Whenever I test against it using various lists it always is on top. The results, in this case, are almost three times the second place strat. Further, I never hear any conversation about this strat. A. So, I'm left to wonder, "if it's too good to be true," is it? Did you use it and what have been your results? B. Why didn't Ed use a better performing strategy to show off ATS? I don't recall Ed referencing the makeup of his "My Symbols" list. My best guess is that he used what Jeff has been using lately for his testing, an amalgam of the S&P100and the Nasdaq100, about 184 symbols. I'm still testing on that list, but I expect the results to be relatively the same (ranking wise) as my Dow30 results. Please help me answer the above two questions AND if you have a better performing strategy of a favorite, please share your results or opinions. Many thanks in advance, Wynn | |
