George Member Posts: 24 Joined: 9/29/2013 Location: Independence, Minnesota  User Profile | Hi Ed, As I look at the various Portfolios stored in Omnivest, I am questioning why I would want to risk attempting to "determine the market direction" and use the Bear/Bull/Trend Market Filters in your post of a few weeks ago? Looking at the results of the Arm4 Margin Portfolio, your performance is much higher than any of the filters. I am confused why we would want to use this when we can just as easily add a greater percentage to our existing short/long strategies? It seems risky to attempt to change the rules from something that has been backtested in nearly all market conditions based on a current time "perceived" market direction. | |
