Search results

The forward test of the last 2 years or so, did not agree with your bactest results. Do you want to take a guess as to which EQ curve it did agree with? Do you want to guess what conditions it used??? Here's a hint... The EQ curve of the forward tes was positive and in several cases, the 2 year...

Mon ami, worthless is using a worthless portfolio that is in contrast to portfolio conditions recommended by the original author of your backtest code and of the document you keep linking to. The sample of 111 trades also matches a 2 year forward test extending back to 2005. This means...

Let's look a little closer at your post... Yes please note how the "A Team" Approach used ADDITIONAL conditions that Jack, the documents original author, recommended in several of his subsequent posts. SO for redundancy... You are absolutely correct mon ami. What we do have is several posts...

You are absolutely correct mon ami. What we do have is several posts, like this one, BY THE ORIGINAL AUTHOR might I add, that describes what types of portfolios to use. You have fabulously demonstrated what types of portfolios don't work! So, for anyone starting down the trail, it is good for...

LOL!!! Great pic coach. I've got to keep that one. I've had too much time to kill... Should have spent it working on my new toy (ie. Neoticker)...

Please remind folks why you didn't use the portfolios that the original author recommended, for the Nth time??? :cool: In case your memory is that short, here they are again, here too... Explain to everyone how your portfolio is more accurate than the one THE ORIGINAL AUTHOR OF THE DOCUMENT...

Don't forget to point out that you used the wrong portfolio(s)... AHA

T28, will you give me permission to improve SPM??? :cool:... Stop being lazy and use the search feature. Everyone else does!

NOW, NOW (ie. pun intended, haha)! Tell the whole story T6. Your EQ curve, and this EQ curve. Your EQ curve was based on conditions that are mentioned in a T6 recap here which furthur down specifies the conditions that produce a positive EQ curve. The whole story mon ami, the whole story...

We are just getting the facts straight! You chose a portfolio of your own choosing and not one that was recommended by the author of the original document. You have done a SUPERB job of adding your own conditions that were not recommended as opposed to the conditions that the author recommended...

EXACTLY! So that was your first mistake in assuming what you chose would be sufficient. That's why he had many posts like this one here. It talks about what those conditions are! You can see how they are none of the conditions that you tested. Mistake #2. The document speaks nothing of edges...

Also false! If someone asked you what will the barometer read tommorrow, you can also guess a random number despite not having any clue as to which readings correspond to rain. However, for the record it's the low ones. You could still not know what is a low reading and guess a number like 5 as...

False. If someone guesses that it is going to rain tommorrow, that has nothing to do with what happened yesterday... Nonetheless, it is a prediction. Lotto, is also another example.

Let's refine this example a bit. Take the daytona 500. You have a few dozen cars in the race... When the flag comes out, the cars are full throttle... SO IN THIS EXAMPLE WE CAN DEFINE A CLEAR EXAMPLE OF PREDICTION... The prediction is, "WHO IS GOING TO WIN THE RACE"??? If you say, #24...

Agreed! Perhaps traderdragon2 wipes his arse after a #2 in order to clear the area for future use. I would presume most people wipe because NOW their #2 is finished (ie. an end effect).

Ah yes... When it rains, it pours. Mon ami! NONE OF THE ADDITIONAL CONDITIONS that YOU USED were in the original document either! For the Nth time, you can reread the document. You can search the document and look for any of the following phrases... The result that you will get is that...

So we find that we have to keep refining what it is that you said... You said Then you said... Then you said... Mon ami, the above is what you said. You took the doc, tested it using the wealthlab code, introduced an additional condition of a randomly selected S&P portfolio, and got a...

YES, ALL BS ASIDE. So by choosing an ADDITIONAL condition that is a portfolio of "randomly selected S&P stocks", your portfolio backtest shows that such a backtest of a "0 to 7 turn" produces a negative EQ curve. The opposite of this result is a positve EQ curve where the backtest used a...

So according to your above statement, you had to add an ADDITIONAL condition to the code in order to get your negative EQ curve! So now the question is, why did you select an additional condition that gave you a negative EQ curve??? EEK!

Mon ami, that is how you price CREDIT trades. You take all those risk factors, simulate them and you get the NOW price for the transaction. Tommorow, you reprice. That document has nothing to do with the CREDIT world. The simulation is used to take ALL possible scenarios and given current market...