Lain![]() Regular ![]() ![]() ![]() Posts: 77 Joined: 10/11/2012 ![]() | Hi Ed, For this run I was focused on max profit, so that's why the draw downs are bigger. But with the MANY tools of OV. Those drawdowns could probably be reduced because I just started with a basic setup (these are all prebuilt Nirvana strategies, nothing from Strategy Lab), no trade filtering, no allocation adjustments for each strategy (all 100%), ect. Reducing DD is probably what I'll look into next. As for the mix. I selected the strategies the increased CAR in the overall portfolio. Anything that didn't increase CAR wasn't used. So looking at what ended up being selected. 27 strategies total 22 Long 4 Both 1 Short 26 R strategies (16 different R strategies) 1 T1 strategy 7 SP 5 NAS 5 ELS 5 ETF0 1 R1K1 2 R1K2 1 R1K5 1 IG13 So looking at what ended up being selected, majority is Reversion to Mean (but a mixture of 16 different versions), majority is long (which always seemed to work best with Reversion to Mean), majority are liquid stocks (SP, NAS & ELS). Lain |