mholstius Regular  Posts: 76 Joined: 6/15/2011  User Profile | Just trying to share, since we can all move this forward a bit faster if we work together. There are a ton of new possibilities with ATM3 – if each of us shares something new we’ll all improve that much quicker. Ed was kind enough to share the latest build with me this afternoon, so I’d like to show what I was able to find in a few runs. I have a strategy that I was developing a year ago that wasn’t doing very well, so I’d “put it on a shelf” in 2018. I thought it would be an interesting challenge for ATM3, so I dug it up and ran it using the same 365 symbol list I used in my first post here. As I expected, it didn’t do very well – but ATM3 did a nice job of improving the results; I had time for another run before supper, so I did one that you can duplicate if you have ATM3… The list is simply the SP500 from Omniscan using X-MFI for the strategy with the following pretty generic settings in ATM3; No Market State (just C>0) Allocation 10% All Longs Symbol-Strategy using Top 30% Mark II Internal FT 30 Bars Monthly Cutoff of 0 Below is the result; The lower red plot is the normal 10% of Equity The blue line is the ATM3 result using allocation of 10% Since that result was only using 13% of equity (vs 51% for the “normal” run), I did it again and just increased the allocation (no other changes). The green line is the result after increasing the allocation to 20%. The improvements are quite obvious. I have to run for the evening but wanted to share this for all of you that now have ATM3 – and those that are still trying to decide. It’s definitely a winner... and did I forget to mention the walking forward part too? Mark [Edited by mholstius on 1/26/2020 8:04 PM]  Attached file : 00 My Strategy.png (212KB - 1681 downloads) Attached file : 01 ATM3 SP500 Settings.png (210KB - 1680 downloads) Attached file : 02 X-MFI.png (244KB - 1670 downloads) |
