bjmtigers![]() Member ![]() Posts: 25 Joined: 1/6/2004 Location: Tampa,FL ![]() | Mark, I've been experimenting with your ATM method quite a bit. As you suggested, for Longs only I simply set the default for shorts for each Market State to 0. I've kept your test period the same (1/1/2003 to 3/19/2018) so we can make direct comparisons to your results. Barry C's download of Mark's ATM Macro & Micro method included a replacement for the RTM7 strategy with RTM7a; this did improve the results a bit. The most dramatic difference in the results is reducing the leverage from 2x to 1x as necessary for an IRA account. As you can see in the table, the final equity is reduced significantly to about 1% of the value for 2x. The leverage versus equity curve steepens as it approaches 2x and is a straight line on a semi-log plot. Any idea why the reduction in equity is so drastic? Can any adjustments be made in an IRA account to counter act this effect? Barry M. [Edited by bjmtigers on 3/21/2018 6:02 PM] ![]() ![]() |