Mark Holstius Elite    Posts: 744 Joined: 10/11/2012 Location: Sleepy Hollow, IL  User Profile | I don't mean to do that, or create that impression - I'm just playing around with the capabilities Ed gave us here. Please don't take it that way... No exports to spreadsheets and massaging (I'm not not as talented there as Steve) and no fancy multi-step formulas (not as talented there as Jim). I'm just using the capabilities in the Strategy Lab to sort and pick strategies and then putting them into portfolios. Soooo.... I took my own challenge and added 2 more strategies over lunch (bringing it to 9 in 2013) and got a CALMAR of 51.0. I really didn't think that was possible. Nothing extravagant or esoteric - and I know this is curve fitting on a bull market. But, I suspect this sort of portfolio building and then switching will take things to another level... Thanks again, Ed & staff! Mark [Edited by Mark Holstius on 5/8/2014 1:52 PM]  Attached file : Max CALMAR 2.jpg (268KB - 1275 downloads) |
