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mgerber

Regular
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Posts: 61

Joined: 3/30/2006
Location: Issaquah, WA

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Subject : RE: OT 2018 ATS With VBX3 And Large Cap Stocks
Posted : 12/10/2017 4:22 PM
Post #29756 - In reply to #29755

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]

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Deleting message 29756 : RE: OT 2018 ATS With VBX3 And Large Cap Stocks


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