OmniVest Forum : OmniVest Beta News : Week of 12/9/2013

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Ed Downs

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Posts: 645

Joined: 2/7/2007
Location: Austin, Texas

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Subject : Week of 12/9/2013
Posted : 12/13/2013 12:05 PM
Post #27727

BREAKING NEWS:

We have created new Market-Based Portfolios. The attached document describes how they were created.

Try creating a new (blank) account with all settings turned off.
Set buying power to 200% and the date range 2000 to present.
Select Portfolios in the following order (additive) and look at the results after each addition:

Market - Bearish 01
Market - Bullish 01
Market - Trading Range 01

These new "Market based" Portfolios show robust performance across ALL markets - not just the ones they were trained for. By selecting Portfolios that favor a given market mode, results can be improved, but running a mixture also seems to do very, very well.

I am working on an Advanced User Training Webinar for next week that will explain this work, and some other concepts on how to use them. Stay tuned for the announcement.

Attached file : Portfolio Defintions.pdf (345KB - 353 downloads)

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Steve2

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Posts: 750

Joined: 10/11/2012
Location: Annapolis, MD

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Subject : RE: Week of 12/9/2013
Posted : 12/13/2013 1:57 PM
Post #27728 - In reply to #27727

Wow!!!!!!!!!

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BrianD

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Posts: 302

Joined: 2/23/2013
Location: Grand Rapids, MI

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Subject : RE: Week of 12/9/2013
Posted : 12/13/2013 3:48 PM
Post #27730 - In reply to #27727

Very impressive.

Looking forward to the webinar. I hope we can have a discussion on allocation in it. I have been reluctant to mix portfolios as I do not fully understand the algorithms for allocation between multiple portfolios. However, it appears if you let this mixture rip at 100% (and even 33%) each, it does very, very well indeed, and over multiple timeframes.

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Bob123

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Posts: 121

Joined: 10/11/2012
Location: North Andover, MA

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Subject : RE: Week of 12/9/2013
Posted : 12/18/2013 3:09 PM
Post #28763 - In reply to #27727

Ed - This was very much needed and I wish to thank you for pulling this together. Everyone will benefit from this but particularly newer customers who are still trying to bring together effective portfolios under a variety of market conditions. Then again, that probably includes all of us, not just the new customers!

Anyway, thanks again for the nice work on improving Omnivest.

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