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ATM
Bash 2018 Member Sessions - ATM Performance #2
Last Activity 9/8/2019 11:15 AM
17 replies, 1357 viewings

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Randy

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Subject : Bash 2018 Member Sessions - ATM Performance #2
Posted : 8/13/2018 12:01 AM
Post #45170

Updated Excel with July 2018 performance.

This is a new post to see if this would fix the download errors. I suspect the total number of attachment have become to large for the original post.

Note 2018 version 2S released corrections to an export issues in portfolio simulation. This did affect the overall results compared with previous months.

*** Sorry but new post and new excel name did not resolve the download
issue ...


Update - finally got a version to load. Enjoy and let me know of any questions.

Thanks,
Randy



[Edited by Randy on 8/13/2018 12:12 AM]

Attached file : ATM Performance 201807.xls (160KB - 94 downloads)

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mgerber

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Subject : RE: Bash 2018 Member Sessions - ATM Performance #2
Posted : 8/13/2018 11:07 PM
Post #45184 - In reply to #45170

Thank you very much, Randy.

Lots of good information to digest . . .

BTW, the only problem on my end was to rename the download from "ATM" to an .xls extension "ATM.xls"; Excel then readily opened the file.


--Mark G.
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Randy

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Subject : RE: Bash 2018 Member Sessions - ATM Performance #2
Posted : 12/3/2018 10:42 PM
Post #45757 - In reply to #45170

November 2018 updates.
Hopefully a picture is easier to review than excel.



Thanks,
Randy


[Edited by Randy on 12/3/2018 10:45 PM]

Attached file : ATM Performance 201811.PNG (25KB - 865 downloads)

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EYEGUY

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Subject : RE: Bash 2018 Member Sessions - ATM Performance #2
Posted : 12/4/2018 6:46 AM
Post #45759 - In reply to #45757

Randy:

Very nice summary!

Thanks,

Tom Helget
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EYEGUY

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Subject : RE: Bash 2018 Member Sessions - ATM Performance #2
Posted : 12/12/2018 2:52 PM
Post #45805 - In reply to #45757

Randy:

I wonder if you might be willing to share your Excel Spreadsheet regarding ATM Performance so far this year.

Thanks,

Tom Helget
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Randy

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Subject : RE: Bash 2018 Member Sessions - ATM Performance #2
Posted : 12/15/2018 11:09 PM
Post #45817 - In reply to #45805

Hi Tom,
Glad your enjoying the dataset. I've not had great success with uploading Excels in the forum so I've uploaded a zip of various Excels to this google file.

https://drive.google.com/file/d/1aEsaGvDCXIVODMeNBWLz3D9kIgta1SY9/view?usp=sharing

The zip has the individual summary Excel and the original source Excels for each ATM extract I create the summary with.

Let me know of any questions.

Thanks,
Randy

[Edited by Randy on 12/15/2018 11:11 PM]

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mholstius

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Subject : RE: Bash 2018 Member Sessions - ATM Performance #2
Posted : 12/16/2018 7:42 AM
Post #45819 - In reply to #45817

Thanks for the insights Randy - you’ve done a lot of work.

May I suggest an additional statistic?

It might be interesting if you added a CAGR calculation at various points / dates in your tabulations.
The excel formula to calculate CAGR is;

=POWER((EndingEquityCell/StartingEquityCell),(1/((EndDateCell-StartDateCell)/365)))-1

Hope the holidays are good for you,
Mark

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EYEGUY

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Subject : RE: Bash 2018 Member Sessions - ATM Performance #2
Posted : 12/16/2018 7:52 AM
Post #45820 - In reply to #45817

Randy:

Wow! That was one heck of a Holiday Gift! Thanks!

Tom Helget
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Diamondjag

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Subject : RE: Bash 2018 Member Sessions - ATM Performance #2
Posted : 12/16/2018 10:30 AM
Post #45822 - In reply to #45757

Randy, I too have been following all the ATM systems although haven't put results in a spreadsheet. Thanks for this update. I also really appreciated your presentation and results spreadsheet from the BASH. Hope you keep sharing this tracking. Good reality check. Thanks again!
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Randy

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Subject : RE: Bash 2018 Member Sessions - ATM Performance #2
Posted : 12/16/2018 1:45 PM
Post #45823 - In reply to #45819

Wow Xmas early this year eh!
Hopefully the markets will just behave …

Mark, is this what you were thinking of?



Thanks,
Randy

[Edited by Randy on 12/16/2018 1:47 PM]

Attached file : CAGR Sample.PNG (72KB - 523 downloads)

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mholstius

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Subject : RE: Bash 2018 Member Sessions - ATM Performance #2
Posted : 12/16/2018 4:21 PM
Post #45824 - In reply to #45823

Sure, Randy…
It’s just up to your imagination (or wiliness to work?).
That looks like annual CAGR on the left and running CAGR on the right.
I suppose you could do a grid with years on the left and your 7 ATMs along the top, with each ATM's annual CAGR in the corresponding cells… and final CAGR for each in a bottom row.(?)
Might be able to see the stability of each that way. (esp if you included an average and StdDev for each ATM column)
Just thinking out loud, so don’t let me talk you into anything - you’ve done a lot already.
Merry Christmas!
Mark

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Randy

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Subject : RE: Bash 2018 Member Sessions - ATM Performance #2
Posted : 12/28/2018 1:47 PM
Post #45849 - In reply to #45824

Mark,
I like the grid idea. I'll generate this while doing the Dec 2018 updates after next Monday's close.
Happy Holidays!
Randy
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Randy

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Subject : RE: Bash 2018 Member Sessions - ATM Performance #2
Posted : 1/6/2019 12:39 AM
Post #45855 - In reply to #45849

Here are the December 2018 ATM Performance updates.

ATM Summary 201812


ATM CAGR Summary 201812


I've uploaded a zip of various Excels to this google file
https://drive.google.com/file/d/11GJkI9KclLpfBCMoKmsz9ZINKABFLBqm/view?usp=sharing

Thanks,
Randy

[Edited by Randy on 1/6/2019 12:49 AM]

Attached file : ATM CAGR Summary 201812.PNG (39KB - 336 downloads)
Attached file : ATM Summary 201812.PNG (33KB - 325 downloads)

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Buffalo Bill

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Subject : RE: Bash 2018 Member Sessions - ATM Performance #2
Posted : 1/7/2019 9:26 AM
Post #45860 - In reply to #45170

Cool! Thanks Randy!!

Q- did you use OT2018 or 2019? I ask because I am seeing very different results for my ATM BT/FT in 2019 (see attached). the profile/ATM/strats/etc all copied over from 2018 so not sure what I am missing.



[Edited by Buffalo Bill on 1/7/2019 12:43 PM]

Attached file : ATM 2019 Eq Curve.png (2046KB - 239 downloads)

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EYEGUY

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Subject : RE: Bash 2018 Member Sessions - ATM Performance #2
Posted : 1/7/2019 10:22 AM
Post #45861 - In reply to #45860

Randy:

Yes, thanks so much!

Tom Helget
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Diamondjag

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Subject : RE: Bash 2018 Member Sessions - ATM Performance #2
Posted : 1/7/2019 10:24 AM
Post #45862 - In reply to #45855

Really appreciate you keeping up on this. Very informative. Thanks.
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Randy

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Subject : RE: Bash 2018 Member Sessions - ATM Performance #2
Posted : 1/7/2019 2:22 PM
Post #45865 - In reply to #45860

Buffalo,

All the Nov & Dec 2018 numbers were generated with OT 2018 Release 2.
I did test ATM Universal on both versions and only saw 1 additional trade difference in the data set over 18 years with OT 2019.

From the 2 charts you posted I would switch your OT 2019 to a LOG chart to see if they look a bit more similar but you're correct that the final numbers are lower in OT 2019.

I've not found an easy way to compare two data sets other than to line them up in excel line by line. Maybe a software development source code tool that could simplify this task? Then you get some clues as to which trades are different to help figure out why.

Anybody else tried to compare OT trade exports?

Thanks,
Randy


[Edited by Randy on 1/7/2019 2:23 PM]

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Randy

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Subject : RE: Bash 2018 Member Sessions - ATM Performance #2
Posted : 1/7/2019 5:30 PM
Post #45867 - In reply to #45865

I'm glad to see folks are enjoying the data ;-)

As a follow-up to comparing spreadsheets. Excel has a built-in tool to facilitate this activity. From Excel help (F1) search for 'compare spreadsheet' and you will find out how to make the magic happen & it's pretty simple.

Buffalo,
I do see differences from month to month. Mostly what I see are normal changes in the price data over time. These causes the portfolio simulations to change as prices and exits change from one session to the next. They compound over time so any change early in the dataset always has a big impact to the end.

When you run a compare do with the same data update session (update data to start then no updates while comparing the versions) This should help you zero in on what's different between the OT versions.

Let me know what you find.

Thanks,

Randy
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