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Randy

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Joined: 12/6/2003

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Subject : RE: Bash 2018 Member Sessions - ATM Performance
Posted : 7/3/2018 12:22 AM
Post #44924 - In reply to #44919

Hi Jeff,

My apologies for the confusion. I found 2 issues with the MicroStates results.

- 1st there is a mistake in the May version of the MicroStates 2018 results due to a problem I made copying and editing the original spreadsheet. The May version of the 2018 results shown are not related to the MicroStates Strategy. The proper May 2018 annaul gain value was 1.7% instead of 10.8%. I have attached an updated spreadsheet with this error corrected.

- The 2nd error is that the June export is missing the 1st trade causing a lower Jan 2000 net value and compounding lower values over the 18 year period. $167,915,177 is the starting value for Jan 2018.

I reported the export difference to Nirvana today. The missing 1st trade does impact June results in a relative $ sense but the % change is generally the same except for Jan 2000.

Thanks for raising the question as peer review does help us find & fix these issues.

*** Sorry getting an error uploading the updated file. I'll try again tomorrow.

Thanks,
Randy


[Edited by Randy on 7/3/2018 12:32 AM]

Deleting message 44924 : RE: Bash 2018 Member Sessions - ATM Performance


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