EYEGUY Icon    Posts: 1543 Joined: 12/12/2003 Location: BALDWINSVILLE, NEW YORK  User Profile | You are correct - I am using 2X in the Portfolio Simulation I presented. If you use 1X your Ending Equity over the 15 year period is something along the line of $1,000,000. Not a bad return but surely not as stellar as nearly $4,000,000. Two other things: First - my strategy is set to trade at the end of the week regardless if that week is foreshortened or not like we just experienced with Good Friday last week. But OmniTrader can't know that ahead of time and so it has to wait until Monday (or the first trading day of the week if that isn't Monday) to consider firing a signal. This is unlike my honorable opponent's (if Jeff B. will allow me to refer to him as such) strategy which is looking for signals on Friday (Day of the Week = 5). Of course he didn't have any signal last Friday because there was no trading then. The downside with my approach is that I really don't know what my trades will be until I run a Portfolio Simulation first thing in the morning and look at the Trades List: And, of course, consequently I can't have those trades up and running at the open. Second - even with 2X the allocation achieved is different from that in OmniFunds. Currently in OmniFunds DOG is 33.33% and there are 10 Resilient Stocks at 6.66% for a grand total of 100%. But here is what I get: Going to 1X still allocates DOG at 50% but we only have 5 Resilient stocks left over at 10% each for a total of 100%. Thus OmniFunds somehow looks at everything to provide better balance in asset allocation than an ATM Method can. So, is your Dual Momentum Strategy that of Gary Antonacci? Thanks, Tom [Edited by EYEGUY on 4/13/2020 1:15 PM]  Attached file : Portfolio Simulation Trades Report.jpg (176KB - 1400 downloads) Attached file : My Resilient OmniFunds Security Allocation.jpg (149KB - 1442 downloads) |
