EYEGUY Icon    Posts: 1543 Joined: 12/12/2003 Location: BALDWINSVILLE, NEW YORK  User Profile | OK, I followed your suggestions. As you might recall one of the bones of contention was the negative performance of the Swing 13 Strategy in the Bear and Bull Market State as denoted in the Excel Pivot Table: I only completed the first two Market States in my analysis but note that once again I would choose Swing 13 to be included in the top 4 Strategies for the Bear and Bull Market State: I know you will say, "but what did the Portfolio Simulation curve look like using 1% Trade Allocation?". Quite nice actually with a very small Maximum Drawdown and Average Annual Maximum Drawdown: So I am still stumped as to exactly how the very poor perfomace of Swing 13 in the Bear and Bull Market State could have been produced. Tom Helget [Edited by EYEGUY on 3/20/2018 11:59 AM]  Attached file : Best Strategies With Negative Results.PNG (46KB - 1127 downloads) Attached file : Swing 13 Bear and Bull Final Equity 1% Allocation.PNG (90KB - 1168 downloads) Attached file : Swing 13 Bear and Bull PS Equity Curve 1% Allocation.PNG (353KB - 1178 downloads) |
