Post #2828 by AlphaDog on the Mechanical Investing board

Investment Strategies / Mechanical Investing ❤

Unthreaded | Threaded | Whole Thread (17)

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

No. of Recommendations: 2

I was just sitting here testing the initial strategy in Excel from the beginning of 78 to present and I can't duplicate the results. I then looked at the return of shorting the NDX when the GTR1 NH-NL BC was below zero and ended up with $1000 going to $325. Perhaps I did something wrong but there are some oddities in that post. The post stated hedged 70% of the time, I calculated hedged 34% of the time which sounds reasonable. I would encourage anyone thinking of adopting this strategy to test it themselves before putting real money in it. I may do some more testing on that post as I get time. The strategy as presented seems wonderful...

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

Print the post

Unthreaded | Threaded | Whole Thread (17)

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.