EYEGUY Icon    Posts: 1543 Joined: 12/12/2003 Location: BALDWINSVILLE, NEW YORK  User Profile | OK, I performed your suggestion on one of my own Profiles with the Micro Macro technique. I then choose the better performing Strategies in each Market State: This gave the following Portfolio Simulation with way more Drawdown than I would like to see: Excel Pivot Table Analysis showed Strategies that one might have expected to perform well from the original Strategy Analysis going into the red: And, yes, these numbers are correct. Remember the Market State Totals are given at the top of their component Strategy List. Note that some unrecorded trades are still in play and so the Portfolio Simulation Final Equity disagrees slightly with the Excel Pivot Table Total. Tom Helget [Edited by EYEGUY on 3/18/2018 6:54 PM]  Attached file : Best Strategies Final Equity.PNG (84KB - 1794 downloads) Attached file : Portfolio Simulation with Best Strategies.PNG (194KB - 1812 downloads) Attached file : Best Strategies With Negative Results.PNG (34KB - 1793 downloads) Attached file : TT Option ATM M&M.xlsx (10KB - 342 downloads) Attached file : Trades Best Strategies.xlsx (621KB - 433 downloads) |
