LSJ Legend  Posts: 515 Joined: 8/17/2006 Location: Citrus Springs, FL  User Profile | Mark, I don't believe that is the case. The allocation was set to zero for all states but one - Default and Bull and that is the only state that was used for testing so far. The ATM methods were duplicated and one was used to test the strategies one at a time. The other was used testing all 5 strategies and the trades were exported to Excel for the pivot table. All trades were left open as well and the goal was Max avg Ann ROI/Avg Ann MDD. I did only test one market state because I was curious how they would compare. I want to understand why this difference before I do a bunch of tests the results of which I am not sure how to interpret. I will continue testing and update if I find an explanation. | |
