mholstius Regular  Posts: 76 Joined: 6/15/2011  User Profile | I’ve been utilizing Omnivest for my investing ever since it was introduced, so my post last week giving all the details of my ATM setup was in the Omnivest Forum; https://www.omnitrader.com/currentclients/omnivestforum/thread-view.asp?threadid=7862&posts=4 I’ve been spending considerable development time in Omnitrader since the release of ATMS. Since many Club Members might not utilize Omnivest or that forum, I felt it would be beneficial to use this Forum to convey what I’ve found this past weekend using ARM5 strategies in ATM. I spent last week experimenting in depth with some more of the capabilities in ATM by varying the Long / Short ratios and % Equity Invested in different Market States. Then, when Nirvana published the ARM5 strategies at the end of last week, I spent the weekend substituting some ARM5 strategies into my latest ATM profile. The results are impressive. To get a fair comparison (apples to apples), everything is identical in both profiles except the substitution of 5 ARM5 RTM strategies for 5 of the original RTMs used. 3 were replaced in the Bear Market State, and 2 replaced in the Bull / Default Market State. The list of stocks, 2X Margin, Ranking, Long / Short # of trades, and % Of Equity in each Market State is identical. My Original ATM profile uses these strategies in the 3 Market States; I substituted 3 ARM5 Strategies in the Bear Market State & 2 in the Bull / Default Market State (Yellow); The comparison from 1/1/2007 to the present; Substituting the ARM5 Strategies TRIPLES the ending equity. Here are all the details for both profiles side by side; I believe this demonstrates that using the ARM5 Strategies in ATM can definitely improve the already great results. In addition, it seems like every day I find something more impressive about ATM… The ability to use the ARM5 strategies is one, but the “Cutoff” Market State I highlighted in green above is another (also identical in both profiles). It’s something that’s been on my wish list for a long time… By inserting a “Cutoff” Market State at the beginning, I found that ATM gives us the ability to stop / resume all trading using “zero lag” parameters! This is my initial development work on it, and I’ll post the details when I have more time. When I do, if you’re a Club member with ATM you’ll be able to duplicate what I’ve presented. It just keeps getting better… Mark [Edited by mholstius on 2/12/2018 4:43 PM]  Attached file : 00 Original Strategies.jpg (102KB - 1901 downloads) Attached file : 01 ARM Strategies.jpg (171KB - 1944 downloads) Attached file : 02 ARM vs Original.jpg (218KB - 1900 downloads) Attached file : 03 Details.jpg (303KB - 1909 downloads) |
