Post #1969 by bacon on the Mechanical Investing board

Investment Strategies / Mechanical Investing

Unthreaded | Threaded | Whole Thread (33)

Post New | Post Reply | Report Post | Recommend It!

No. of Recommendations: 2

200 days instead of 253 works also.

If I understand the backtester right, the screen is actually set up for 263 days, instead of 253. When I set it to 253, the screen works just as well, and as you note, it works just as well at 200 days.

Going back to the 263 day set up, and resetting the hold period to 42 days and then to 63 days (~3 months), the screen works just as well.

Seems like a pretty good mound of toast. Of course, how it works into the future might vary somewhat from the backtest results. Still looks worth serious consideration: "works until it doesn't" is the nature of life.

Eric Hines

Post New | Post Reply | Report Post | Recommend It!

Print the post

Unthreaded | Threaded | Whole Thread (33)

Prev | Next

Announcements

Mechanical Investing FAQ

Contact Shrewd'm
Contact the developer of these message boards.

A community forum supporting civilized, and highly helpful, self-educating investors that come together for Shrewdness and merry spirits. These message boards closely follow the look and feel of the old message boards at boards.fool.com prior to the boards redirected to discussion.fool.com. Shrewd'm is not affiliated with the comprehensive and excellent investment website, The Motley Fool (TMF), in any way. The Shrewd commmunity here has owed, and continues to owe, gratitude to The Motley Fool for nurturing a culture of jovial irreverence towards Wall St, and that tradition will continue here.