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Randy

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Posts: 50

Joined: 12/6/2003

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Subject : Bash 2018 Member Sessions - ATM Performance
Posted : 6/7/2018 1:28 PM
Post #44761
Attached is the ATM Macro and Micro method Excel Spreadsheet containing the Annual and Monthly Performance data I presented during the 2018 Bash Member session. I'm also attaching the performance data for ATM Universal, ATM ARM5, and ATM MicroStates.

The general layout is
- Trades tab contains a extract of the trades from the portfolio simulation which I add a year and month tab for the trade exit date.
- Return tab which contains a pivot table of the $ gain for the year and months which I use to calculate the annual and monthly performance.
- % Return tab which contains a table showing the year, annual and monthly gains with min, max, and average details.


Thanks,
Randy
Attached file : Org ATM Macro & Micro 20180531.xls (3240KB - 1069 downloads)

Deleting message 44761 : Bash 2018 Member Sessions - ATM Performance


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