Steve Mayo Legend  Posts: 414 Joined: 10/11/2012 Location: Austin, TX  User Profile | I'm excited about this new capability as I can now finally do proper testing on that famous list of 50 stocks published in a daily business newspaper. I first looked at this list back in March. At the time, I found this list to have good potential, but the effort required to properly backtest even a single strategy with it was overwhelming at the time. That problem has now been overcome, thanks to Nirvana's continual stream of improvements to OV. I haven't had much time with Dynamic Historic Lists yet, but my early results are enticing. Momentum stocks like this tend to be volatile (read big drawdowns) so I have been applying various condition filters in Strategy Lab. The result is a nice set of high-Calmar strategies that I can't wait to incorporate into my portfolios. I've found a few minor glitches that will need to be fixed but historic lists seems to work well, even with very long sets of data like this one. This is going to add some exciting new possibilities to OV. [Edited by Steve Mayo on 10/22/2014 11:43 PM]  Attached file : Screenshot_10_22_14__11_19_PM.png (52KB - 648 downloads) |
