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EYEGUY

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Posts: 1543

Joined: 12/12/2003
Location: BALDWINSVILLE, NEW YORK

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Subject : RE: Xsuite with ATM Micro Macro
Posted : 3/20/2018 8:36 PM
Post #44355 - In reply to #44353

Mark:

Respectfully, that's just it.

What have we learned?

The Swing 13 Strategy when isolated in the Bear & Bull Market State produces one of the best looking Equity Curves and Final Equity of the twelve Strategies examined.

Yet when all the Strategies are operational and the full Micro Macro ATM method is in play it falls flat on it's face in the very same Market State one would think it would perform well in:




This proves that Strategy isolation is not a suitable method to aid one in selecting Strategies to employ in the ATM Method under consideration.

Tom Helget

[Edited by EYEGUY on 3/20/2018 8:38 PM]

Attached file : Best Strategies With Negative Results.PNG (46KB - 1064 downloads)

Deleting message 44355 : RE: Xsuite with ATM Micro Macro


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