evilanne wrote:12squared wrote:evilanne wrote:So which one are you going to follow 12x12? Are you going with mmmmmbeer?
13682, 12216, 12523 & 12367, which have same the IFT dates and funds for rest of 2016 as 7980, except for Oct 23/24. Come January 1 I will re-evaluate based on the 2017 full year data.
What will your selection criteria be based on? Over half the months are totally the same...differences in Mar, Jun, July & Aug, so you have all the data for the months with differences. Are you looking at technical or macro economic indicators?
For the Oct 23/24 split, I will try to determine if the S/C ($DWCPF:$SPX) ratio has peaked, using the following chart:
http://stockcharts.com/h-sc/ui?s=%24DWC ... 1196914708
For 2018 I will try to determine the strategy having the highest Mean/StdDev, using results from 2004-2017. The higher the ratio is above 2.0, the less risk of a negative return.