EYEGUY Icon    Posts: 1543 Joined: 12/12/2003 Location: BALDWINSVILLE, NEW YORK  User Profile | So when we last left off we were looking for a solution to eliminate the Swing 13 Trading Strategy from consideration in the Bear & Bull Market State. To that end I set the Trade Percentage of Equity of Allocation in all Market States except for the Bear & Bull Market State to zero. I set the Trade Percentage of Equity Allocation in the Bear & Bull Market State to 1%. The Allocation Ratio in the Bear & Bull Market State was set to take 5 Long Trades and 5 Short Trades. Everything else was left alone in the Macro & Micro ATM Method you presented and I used a short Focus List of 81 Optionable Stocks. Like before Swing 13 put in an excellent show and could be considered in the top 4 Strategies for Final Equity in the Bear & Bull Market State: And here is the Portfolio Simulation Equity curve: Curiouser and curiouser! Tom Helget [Edited by EYEGUY on 3/20/2018 7:20 PM]  Attached file : Portfolio Final Equity with 1% Trade Allocation in Market State Only.PNG (70KB - 1066 downloads) Attached file : Swing 13 in Bear & Bull Market State with 1% Trade Allocation ONLY.PNG (357KB - 1124 downloads) |
