Mark Holstius![]() Elite ![]() ![]() ![]() ![]() Posts: 744 Joined: 10/11/2012 Location: Sleepy Hollow, IL ![]() | Good morning Keith... Yes, I've tried using all the Strategies but the research Steve & I have done points toward better results using fewer. We suspect it has to do with choosing between Strategies having only infinitesimal differences between the Evaluation Functions and we're trying to limit it to those Strategies that've shown good performance over long periods (robust?) so that a "bad" EF choice won't hurt too much. We also don't like high MDD's (who does?), so that's another goal in our research. Here's an example of what can be done using these new Pro Tools along those lines. This chart covers the same time period we used for all those tests in my previous post above: 2007 thru 2013. (chosen so that it includes the large correction and various market types and not just the bull market the past couple of years) Note the MDD of only 10% during some pretty difficult years / reversals all while doing a "walk forward" every month - and still getting > 50% / year: Seeing as we're just getting started with these tools, they definitely look like a great addition to Omnivest! Mark [Edited by Mark Holstius on 8/4/2014 6:47 AM] ![]() |