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Mark Holstius

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Joined: 10/11/2012
Location: Sleepy Hollow, IL

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Subject : RE: Portfolio Switching
Posted : 3/29/2014 9:31 AM
Post #29620 - In reply to #29557

Earlier in this thread I posted a chart comparing the results of a switching algorithm Steve & I developed vs Ed’s excellent ARM4 portfolio.

It might be assumed we were switching between two “better” portfolios to achieve that performance relative to ARM4 – and that would overlook the inherent benefits of switching.

To visually demonstrate the power of switching, I’ve put together a series of charts using some standard account settings with ARM4 and another portfolio, both in OV and then using our switching algorithm.

Results in OV2;



Results of switching the same two portfolios;



I hope this helps everyone appreciate the considerable benefits of portfolio switching.

This was a long and tedious process the past year for Steve & I using Excel. We didn’t want to just “put this out there to brag” and then not give any details - but Ed has mentioned that this capability could be a part of the new upgrades coming to OV2. If so, it will definitely raise the potential of OV to new levels for everyone…

Mark


[Edited by Mark Holstius on 3/29/2014 9:50 AM]

Attached file : Combo In OV2.jpg (540KB - 1057 downloads)
Attached file : Combo Switching.jpg (231KB - 1036 downloads)

Deleting message 29620 : RE: Portfolio Switching


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