Steve2 Elite    Posts: 750 Joined: 10/11/2012 Location: Annapolis, MD  User Profile | Thanks for sharing your results. I agree that the key question for any of these approaches is how similar future returns will be to past performance. Our focus has been to create portfolios that provide consistently positive past performance and not necessarily the highest returns. Only time will tell whether or not this will work :-). We have not yet begun live trading the results of this work. Attached are the results of a 6-year simulation with the portfolio we plan to go live with in February. Steve [Edited by Steve2 on 1/27/2014 7:05 PM]  Attached file : Quarterly Results.jpg (234KB - 411 downloads) Attached file : Portfolio Stats.jpg (150KB - 394 downloads) |
