John J Veteran   Posts: 272 Joined: 8/3/2010 Location: Leduc, AB  User Profile | Hi Mark I'm not sure how RTMs can be improved upon unless you're able to peek into the proverbial crystal ball for black swans...? You said you were able to improve your ROI for 2018 by increasing your allocation. Have you been able to run the same test in let's say 2001, which saw the huge 9/11 black swan drop? Whenever RTMs are being promoted it's almost always over a very long time span. As we all know, the markets have been in a predominant bull market for decades, with the occasional hiccups here and there. Any long RTM strategy would have been able to recover from those hiccups, but that's obviously not a great solace for the guy who went all in on 9/10... The notion that 2018 may have been an outlier and that market should resume it's upward slope doesn't cut it for me any longer. We can't get around the fact that the HRE is uncharted territory (no pun intended). But even if a new trending market is just around the corner, who really needs software to trade it? it's "difficult" markets like we've seen in 2018, 2008, 2001 that should be the only test beds (or litmus tests) for sophisticated trading platforms like OT/VT. If we can't eek out profits in years like that, then we need to start applying fundamental tools such as the piotroski stock screener or some discretionary "algorithms" to the mix (not sure what that means myself, but you get my drift...). | |
