jpb Veteran   Posts: 168 Joined: 5/11/2005 Location: Brown Deer, WI  User Profile | I'm going to amend my statement a little. I love the breakdown between Long and Short. Looking at my Pivot Table (not posted) results compared to your analysis, I would have discarded ATM-NSP-41-MOC-In-224 from Bear and Bear due to an overall loss. However, looking at the data you've produced, I'd actually consider transforming it into a Long only strategy for this market state while in the Bear and Default MS, I would include it as a Long and Short. Is this over thinking or over optimizing in your opinion? Also, the symbol population just happened to be the original set included with ATM Macro & Micro (making it easy to compare). But with this process, I should be able to change up the symbol population and repeat the process to see that the strategies hold up in general within a given market state -- true? Thanks, Jeff B. | |
