GEM Backtest Extended to 1950
Moderator: Global Moderator
Re: GEM Backtest Extended to 1950
I’m 100% bonds in the account I trade on Monday. Cash is exceeding both look back periods.
Re: GEM Backtest Extended to 1950
You know what is working out to be a great momentum indicator? Whether I have a job. I'm not joking. I was laid-off from the oil industry (Schlumberger) in March 2015, and in late August 2015 the GEM hopped into fixed income. I was laid off again from the oil industry (Emerson) on September 21, a few weeks ago, and now GEM is hopping back into fixed income. I don't think that's a coincidence. I think where I sit in the oil industry is sensitive to basic economic flows, especially China.
Fortunately, I am working again as of November 1, and Halliburton might make me an offer next year, we had a great discussion yesterday.
Fortunately, I am working again as of November 1, and Halliburton might make me an offer next year, we had a great discussion yesterday.
Re: GEM Backtest Extended to 1950
Really looking poor now
Re: GEM Backtest Extended to 1950
If we hold on tomorrow, we stay invested
Re: GEM Backtest Extended to 1950
Is that the 12m signal?
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Re: GEM Backtest Extended to 1950
I'm not sure what thread to put this in, Ocho, but since you like momentum and moving averages, this is pretty neat.
( A SMALL CHART WITHIN A SINGLE CELL USING THE SPARKLINE FUNCTION )
http://mybyways.com/blog/stock-portfoli ... gle-sheets
( A SMALL CHART WITHIN A SINGLE CELL USING THE SPARKLINE FUNCTION )
http://mybyways.com/blog/stock-portfoli ... gle-sheets
RIP Daniel Kahneman | Happy Good Friday
Re: GEM Backtest Extended to 1950
Second account rotated out to bonds...though it pains me to do as I'm relatively sure at least a temp snap back is going to happen.
Re: GEM Backtest Extended to 1950
If we go sideways from here my portfolio could go to bonds in Dec or Jan...
Re: GEM Backtest Extended to 1950
I think I'm going to tweak my "algo" at the first of the year. As mentioned I have a ST and LT DM lookback which I think is a better way to go over the long haul. In backtests it is very clear that they compliment each other as ST does way better at times and LT does way better at other times. I'm good with the average of the two and I like the time period diversification/not having all one's rocks in a single lookback basket.