mgerber![]() Regular ![]() ![]() Posts: 61 Joined: 3/30/2006 Location: Issaquah, WA ![]() | I ran some more complete tests similar to Mark H.: --5% equity, max longs 5, and no optimization at all --Identical port sim settings as he had set --Long only (My personal assurance was to edit the strategies for long only, and re-label them by name with prefix L-) But using a shorter list and shorter time span to speed up testing: --S&P 100 + NASDAQ 100, rather then the ~1800 stocks of the Large Cap list --10-year time span 5-1-07 to 4-28-17, rather than a 17 year time span Testing on three different strategies: --UIS Double Stochastic --VBX-3 --XLS-19 V2 --Mark G. [Edited by mgerber on 12/10/2017 5:07 PM] ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |