CCooper
Member
Posts: 5
Joined: 10/6/2005
Location: Hartsville, PA
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I found this post by Randy who sums up all of the ATM strategies by year. It appears 2018 was not a great period for ATM. Most of the strategies are in the red. 2018 really stands out as a tough year, the first time in this spreadsheet where most ATM strategies were negative. Is this because 2018 was out of sample and from 2000 to 2017 the total returns generated were just the result of over optimization or curve fitting? Can someone re-run this spreadsheet for 2019 as an out of sample test?
If you have an Omnifunds account with various ATM strategies that you have been running for the past two years, could you please share the results?
https://www.omnitrader.com/currentclients/otforum/thread-view.asp?threadid=15824&posts=18
Best Regards,
CCooper
 Attached file : ATM CAGR Summary 201812.PNG (39KB - 301 downloads)
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