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Mark Holstius

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

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Subject : Portfolio Wizard Results
Posted : 8/3/2014 12:11 PM
Post #32383

I know a number of you may be deciding whether to invest in the new Pro Tools, so I put together some of the results Steve & I have obtained using it during development. Admittedly, these results involved some extensive testing – but they do show what’s possible using the same capabilities now available to everyone.

The first capture shows the familiar Portfolio tab in Omnivest with some of the 41 Portfolios I’ve created using the Portfolio Wizard. The # Str Column for the new “Custom Dynamic Portfolios” saved using Portfolio Wizard shows the number of Strategies I “fed” to the ECA (usually a list of Custom Strategies created using Strategy Lab).

I use a naming system for those Portfolios to help our research, and I’ve put a box around the actual number of Strategies used each month in the Portfolios built. Most have 10 Strategies per month, but I built two with 17 Strategies per month to see how they might compare with Ed’s excellent ARM4 Margin Portfolio that also contains 17. Note the sizable difference in performance.





Below is a capture of a download of all 41 of my Custom Portfolios along with the 16 Omnivest Portfolios so that I could average the results to see how they held up as a group.





Last, here’s the performance of a Portfolio Steve & I may offer when Elite Trader is available (then again, we’ll probably have some better ones by then);





As always, no one can guarantee these results will hold up going forward, but I wanted everyone to see why we’re so excited about the potential of this new tool…

Best of luck in your trading,

Mark


[Edited by Mark Holstius on 8/3/2014 12:20 PM]

Attached file : Portfolio List in Omnivest.jpg (1473KB - 1177 downloads)
Attached file : Table of results.jpg (1781KB - 1133 downloads)
Attached file : Possible Elite Trader Portfolio.jpg (524KB - 1162 downloads)

Deleting message 32383 : Portfolio Wizard Results


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