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NSP-41 Turbocharged with VBX-4

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REB

Posts: 15

Joined: 10/15/2011
Location: Houston,Tx

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Subject : NSP-41 Turbocharged with VBX-4
Posted : 8/30/2021 7:21 PM
Post #48252

NSP-41 with VBX-4 Turbo Booster added; Simulation resultw
Attached file : VX-4 Turbo lifts NSP-41.JPG (203KB - 293 downloads)

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jpb

Posts: 168

Joined: 5/11/2005
Location: Brown Deer, WI

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Subject : RE: NSP-41 Turbocharged with VBX-4
Posted : 8/30/2021 7:29 PM
Post #48253 - In reply to #48252

REB - you've been posting some interesting results. I'm curious how you combined NSP-41 and VBX-4.

Did you simply run both strategies and simulate taking the trades from both or did you modify one or the other to incorporate the features of the other?

Have you run any tests adding in brokerage expenses? And if you allow shorts, are you filtering out any trades where the close price is less than $5?
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REB

Posts: 15

Joined: 10/15/2011
Location: Houston,Tx

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Subject : RE: NSP-41 Turbocharged with VBX-4
Posted : 9/1/2021 1:27 PM
Post #48256 - In reply to #48252

I ran the Profile update with all strategies selected and NSP41 and VBX-4
active. The Simulation traded from both. I did not modify strategy features or model brokerage fees. I don't recall intentionally filtering stocks by price. I just reviewed the Equity Trade report and could not find a stock traded at less than $5. There must be a price filter somewhere.
Added Note: Profile symbols used was the S&P 100 stocks list not the original symbol list supplied with the VBX-4 profile (S&P100 + Nasdaq 100).


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