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The Crystal Ball
Deleted User
posted

Here is a good strategy for the gamblers out there. I don't think I would ever risk a 55% drawdown, but it is still fun to see how the strategy produces such huge returns with an average of 3x leverage. Days of digging and I am now 99% certain there is no risk of look ahead bias in my data. I think market timing strategies will start to get very trendy in the world of money management. Wish I could figure out how to get my strategy into the Open....

(My index attempts to provide the relative strength of the market, with values greater than 0 being bearish, and values less than 0 being bullish. Kind of spooky looking at the index value today in the context of where the index was during the last big one)

1 response
Blue Seahawk

Glancing at your custom chart it does seem kind of predictive. And what if you look at the slope of that curve.

Severe negative cash in that version, fixable. Starting above ...

Profited $40M on $75M activated/transacted for PvR of 53.1%. Q return 3972%. $114M in shorts? Odd.
MaxLv 4.8 QRet 3972.7 PvR 53.1 CshLw -73836588 Shrt 113910701 RskHi 74836588

Check this out, here's the big news ...
Profited $3.4M on $1M activated/transacted for PvR of 335.1% (6.3 times higher)
MaxLv 1.0 QRet 338.5 PvR 335.1 CshLw -10202 Shrt 2157035 RskHi 1010202

        if signal >= 0:  
            order_target_percent(context.stock, -.5)  
        if signal < 0:  
            order_target_percent(context.stock, 1.0)

Try tweaking that further.

"Think Different" -- Steve Jobs ... says me, a PC.

With PvR we can see straight to increase profits. -- garyha

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