OmniVest Forum : Risk Control Requests (& other Account Settings) : Recent Results vs. Long Term Results

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OmniVest User Forums Risk Control Requests (& other Account Settings) Recent Results vs. Long Term Results		Last Activity 5/17/2016 11:06 AM 0 replies, 870 viewings

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Barry Cohen

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Posts: 1844

Joined: 10/11/2012

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Subject : Recent Results vs. Long Term Results
Posted : 10/12/2012 4:40 PM
Post #21364

Add Market Behavior easily by looking at recent results. Each weekend calculate the following for each OmniVest strategy: IF HR%(10 yr avg) – HR%(trailing 4 week avg) > 0.1 * HR%(10 yr avg) THEN Don’t use.

Reported by Faris

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