Here is a strategy that beats the S&P

[jeb9999]

Here is a last one.
But Got to Quadriple Check !
It's a strategy based on Payoffs.
And looks like it pays off if it's saine.
Because it looks to good to be true.
Usually it's therefore an illusion.

* Commissions Adjusted
Ps : I had to add zero for the Analysis.
That's why there are inconsistencies.

Please point to descriptions of strategies based on payoffs.

All I can find is game theory general information.

 

[K-Pia]

Please point to descriptions of strategies based on payoffs.

All I can find is game theory general information.

Hi Jeb999,
Actually the strategy is flawed.
Most of them are so. Payoff refers to Absolute returns.
It's Risk : Reward based if you want. Nothing fancy about that.

 

[jeb9999]

Hi Jeb999,
Actually the strategy is flawed.
Most of them are so. Payoff refers to Absolute returns.
It's Risk : Reward based if you want. Nothing fancy about that.

Thanks for the information.

From 1900 to 1999 simple trend following strategies worked.

From 2000 on it has been mean reversion.

Feel free to PM me with strategies that aren't flawed.