The Russell 2000 is the most appropriate benchmark index for comparison so I have dropped comparison vs the S&P 500. The model began on 8/28/11....
From Monday's 8/29 open to 12/15 Friday's close S&P 500 + 0.5% Russell 2000 -1.2% model + 2.3% So far, the model...
From Monday's 8/29 open to 11/18 Friday's close S&P 500 + 3.2% model + 5.1% So far, the model portfolio has gained 1.9% vs the S&P over...
<i>How are you coming up with these and WHY would you want to ignore dividends? Dividends acct for about 50% of gains in most longterm portfolios...
Oldtime. I am ignoring all of them. Dividends are unlikely to be more than a couple of percent per year, but should be sufficient to...
From Monday's 8/29 open to 9/23 Friday's close S&P 500 -3.52% model -6.51% So far, model has lost 2.99% vs the S&P - Not what I...
From Monday's 8/29 open to 9/16 Friday's close S&P 500 2.65% model 1.38% So far, model has lost 1.27% vs the S&P.
From Monday's open to Friday's close S&P 500 -0.33% model -3.09% This week lost 2.75% vs the S&P What a crummy way to...
I ran a weight-loss center for the past year in an affluent area. Very few of my clients were obese. Some were only a few pounds over a healthy...
Hello all, I would like to automate a fairly simple strategy that I currently cannot trade because I have a day job. The main thing I need it...
The objective of this journal is to present out-of-sample results of a backtested long-only strategy that I believe will outperform the S&P 500 by...
Magnas, How many pairs does your equity curve represent? waditude
I have developed a quasi pair-trading system that I am papertrading. Each Friday at the close, it: 1) shorts the 20 stocks that have both...
I am curious as to how the pairtraders on this journal have been doing YTD. If you have traded more than 25 pairs YTD, please estimate what...
Chromosome, I tried a list of 114 ticker symbols over 150 days and your data-fetcher didn't return anything. When I broke the list into 3...
I get the following error after manually inputting about 60 symbols. Is there a limit on the number of symbols? What happens if you put in a...
I don't know what you mean. This is not a trading system - I just looked at industry group reversion-to-the-mean to see if there was an edge...
Chromosome, What happens when there is missing data in one or more of the series? How do you prevent misalignment of the data rows?
Separate names with a comma.