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Mark Holstius

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

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Subject : RE: Conditional Experiments
Posted : 5/11/2014 6:30 AM
Post #30518 - In reply to #30517
I posted the chart for that $19m portfolio I built after exploring the capabilities of Strategy Lab on the previous page and thought it would be good to see how it's done with "out of sample" data since 1/1/14.

So you don't have to "page back" I'll repeat the original chart comparing it to Ed's ARM4 (my "personal benchmark"):



And here's the "out of sample" performance so far in 2014...




Mark

[Edited by Mark Holstius on 5/11/2014 6:34 AM]
Attached file : Port v ARM4 Developing.jpg (589KB - 542 downloads)
Attached file : Out of sample performance 2014.jpg (698KB - 561 downloads)

Deleting message 30518 : RE: Conditional Experiments


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