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Monday33
Re: Weird but very good performance on a sim, looking for thoughts

Hi again Hemmerling.

I tried the changes you suggested on the sim, and the results are pretty different than yours, far worse indeed.

Then I tried in the screener, as you did, and also the results are different, but more closer to yours.

Do you know why??

Maybe it's because the ranking system??

I do not find another explanation...

Attachment ranking.PNG (32512 bytes) (Download count: 108)


Attachment screener.PNG (73989 bytes) (Download count: 107)


Attachment trading system.PNG (31022 bytes) (Download count: 106)


Jan 7, 2019 4:45:39 AM       
Monday33
Re: Weird but very good performance on a sim, looking for thoughts

and the summary from the sim:

Attachment summary.PNG (109781 bytes) (Download count: 106)


Jan 7, 2019 4:50:06 AM       
hemmerling
Re: Weird but very good performance on a sim, looking for thoughts

You should probably add the word 'true' in your sell rules so that it dumps all the stocks after 52 weeks and buys new ones. It doesn't look like this is has ever sold anything.

Jan 7, 2019 5:37:57 AM       
hemmerling
Re: Weird but very good performance on a sim, looking for thoughts

It may not matter but I use the All Fundamentals Universe. Although it really shouldn't matter based on the rule requiring positive EPS.

Forgot to mention - set it to 'allow immediate buyback' in the Rebalance tab.

Jan 7, 2019 5:38:50 AM       
Edit 1 times, last edit by hemmerling at Jan 7, 2019 5:41:04 AM
Monday33
Re: Weird but very good performance on a sim, looking for thoughts

Done, now it matches perfectly to your sim. But it was about the capital requirements, I add one 0 to the starting capital, and also I changed the Ranking method, before of that we have almost 2 points of divergence.

Thanks a lot for your help.

Jan 8, 2019 1:15:13 AM       
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