Ed Downs![]() Elite ![]() ![]() ![]() Posts: 645 Joined: 2/7/2007 Location: Austin, Texas ![]() | Lain, Very cool! Of course, as you indicate, you can't trade this size. It also doesn't include the effect of taxes. But this kind of work is valuable because it demonstrates the INTERNAL capability of the Strategies you built. Notably, draw downs are a bit high, but this illustrates the fact that higher returns typically come with higher draw downs. I think it's a great test case. I think it would be interesting to understand the mix of Strategies. Are you using RTM, T1, or --? I wouldn't ask you to disclose precisely what the Portfolio is composed of, but perhaps you could disclose the basic mixture, and the kinds of lists you used. I think this demonstrates that the new features can lead to higher profitability. Thanks for sharing it! |