Best "All Around" Daily Strategy

[12squared]

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.

[evilanne]

Wow...that chart looks Greek to me.

[12squared]

Wow...that chart looks Greek to me.

http://stockcharts.com/h-sc/ui?s=%24DWC ... 1196914708
PPOs are like just normalized MACDs, which makes them easier to compare across time intervals. I've settled on 3 time ratios 3x (3,9,x), 4x (5,20,x) & 5x (10,50,x). KST (Pring's "Know Sure Thing") is the sum of the EMAs of the Rates of Change across 4 time periods. Sharp inflections seem to indicate a shift in sentiment. A break in the PSAR dots from above or below the price line seems to correlate the up/down trend, especially with PPO (5,20,5)

[Ofsthun01]

Wow...that chart looks Greek to me.

http://stockcharts.com/h-sc/ui?s=%24DWC ... 1196914708
PPOs are like just normalized MACDs, which makes them easier to compare across time intervals. I've settled on 3 time ratios 3x (3,9,x), 4x (5,20,x) & 5x (10,50,x). KST (Pring's "Know Sure Thing") is the sum of the EMAs of the Rates of Change across 4 time periods. Sharp inflections seem to indicate a shift in sentiment. A break in the PSAR dots from above or below the price line seems to correlate the up/down trend, especially with PPO (5,20,5)

totally...

[hmarkway]

Wow...that chart looks Greek to me.

http://stockcharts.com/h-sc/ui?s=%24DWC ... 1196914708
PPOs are like just normalized MACDs, which makes them easier to compare across time intervals. I've settled on 3 time ratios 3x (3,9,x), 4x (5,20,x) & 5x (10,50,x). KST (Pring's "Know Sure Thing") is the sum of the EMAs of the Rates of Change across 4 time periods. Sharp inflections seem to indicate a shift in sentiment. A break in the PSAR dots from above or below the price line seems to correlate the up/down trend, especially with PPO (5,20,5)

totally...

ditto.....

[bamafamily]

.......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.

A la the Sharpe Ratio..... very well thought out plan.....

[evilanne]

As long as it makes sense to you...that's what counts

[bamafamily]

Wow...that chart looks Greek to me.

http://stockcharts.com/h-sc/ui?s=%24DWC ... 1196914708
PPOs are like just normalized MACDs, which makes them easier to compare across time intervals. I've settled on 3 time ratios 3x (3,9,x), 4x (5,20,x) & 5x (10,50,x). KST (Pring's "Know Sure Thing") is the sum of the EMAs of the Rates of Change across 4 time periods. Sharp inflections seem to indicate a shift in sentiment. A break in the PSAR dots from above or below the price line seems to correlate the up/down trend, especially with PPO (5,20,5)

I love doing TA....Did not use PPO's that much and never the KST...Will have to take a longer look at your chart and your "buy/sell" points....

[12squared]

.......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.

A la the Sharpe Ratio..... very well thought out plan.....

Thanks!

How are you computing the Sharpe ratio?

[EZlife]

Amazing work guys and gals.

[Francis]

Wow...that chart looks Greek to me.

You are not alone.

[bamafamily]

How are you computing the Sharpe ratio?

I took the annual return for each year and subtracted the excess return (calculated by what you could get by putting your money in the safest fund available. I picked the G fund which gets approximately 2.52% per year).
I then took the standard deviation of all these resultant annual returns.
I then divided the resultant annual return average by the std Deviation....that gives you Sharpe...
I used Excel for my calculations...
Hope that helps
Bama

[Francis]

Thanks, very useful data.