Mark S Regular  Posts: 56 Joined: 10/11/2012 Location: Barrington, IL  User Profile | I can't hold a candle to the level of analysis and back-testing that many of you discuss on these forums (thank you!), but here's a poor man's attempt to get at the benefits discussed in this thread, without having to wait for new code to be developed. I built 4 portfolios, optimized for different market conditions, through heavy use of Steve and Ian's Portfolio Analysis tool (thank you!) Bear Bull RTM Strategies Bull Trending Strategies (longer holding periods) Both Bull and Bear (RTM Strategies that were common to Bear and Bull RTM above) I then created an account that contains all 4 Portfolios (18 Strategies), and simply set the Allocation % to zero for the portfolio(s) that I think are not relevant for whatever reason. For example, I think we're due for a major correction, so I've set Bull Trending to 0%, and I've turned on the Bear portfolio. The benefit (I think) is that any open positions will still be managed by the relevant strategy, but no new positions will be opened when a Portfolio is set to 0% allocation. I just started doing this last weekend, so have not yet turned off a Portfolio that has open positions. But I think this will work, and will facilitate easing in and out of strategies as needed or desired. | |
