Steve2 Elite    Posts: 750 Joined: 10/11/2012 Location: Annapolis, MD  User Profile | Hi Stan, The spreadsheet tool was developed over a year ago and I'm afraid we're no longer making updates (except to correct errors). I would caution you not to read too much into the quarterly P/L results of a single simulation. It is useful for doing initial account optimizations but in order to get reasonable confidence in P/L distributions, you need to do a bunch (hundreds) of quarterly simulations using random starting dates within your simulation range. The issue is that most portfolios will generate far more trades each day than you have account equity to take. This means that each simulation (using a different starting date) will have a unique trade history that typically varies throughout the simulation period not just at the beginning and end due to a change in starting/ending date. While I haven't tried Steve Mayo's tool yet, it sounds like his tool is providing this type of analysis so it would definitely be worth checking out. Steve | |
