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mholstius

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Subject : RE: Trillion $$ Equity Curve
Posted : 6/10/2018 7:46 PM
Post #44792 - In reply to #44783

LSJ… no argument from me on that. I’m just looking for a “reasonable return” too.

That said, the equity curve can serve as a VERY useful “normalizing” tool to compare different systems and their rules. If we come up with an idea and put it into a system, the equity curve with and without the idea can be a nice "shortcut" to see if it really improves the results over long time periods with lots of symbols - both in the shape / slope of the curve and the stats. It’s definitely a time saver and a great visual of how things work in different market states.

Short answer: it’s not at all reasonable to think we can make these grandiose sums - but the equity curve can be an extremely useful “visual statistic”.

Just for kicks… $82 Trillion (just stocks / ETFs, no leveraged ETFs or options);




John… I’m hoping Nirvana can automate the process sometime in the future and have it run each month as a “walk forward”. A system like that would be extremely trustworthy.

Joe… sorry, but I’ve been quite busy trying some of the excellent ideas others were kind enough to share at the Bash and haven’t had time to do more monthly comparisons yet.

Thanks to all for the kind words and encouragement. I didn’t have time to finish my research on risk & reward this weekend, but hope to get something up in the near future…

Mark

[Edited by mholstius on 6/10/2018 7:48 PM]

Attached file : More trillions.png (221KB - 602 downloads)

Deleting message 44792 : RE: Trillion $$ Equity Curve


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