Tell me, have you ever backtested the model for different time periods (the last 5, 10, 20 years etc) or is there more to find on the web ?
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1Yr
@Krush82 Backtests of different time periods are no problem via Portfoliovisualizer, just enter the data above. The presented example model is okay, but not optimal, you can work on it further yourself: other or more assets, other signal lines, other momentum series. Each asset group behaves differently in different time periods (although e.g. 2015/16 was difficult for almost all models). There is not much freely available on the net for this, as it costs a lot of time and knowledge to find good models. Most of them let themselves pay for that. So the only thing left is to do it yourself. I find but good, because you can learn a lot.
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@Epi It is too tedious and complicated for me to go through this myself. I just wanted to have a few different comparison values to be able to compare it better with other investment strategies. But tell me how your performance is so far
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1Yr
@Krush82 My track record since March (+1.6%) is unfortunately not very meaningful, because I have my personal model as implementation of the strategy strongly bespart and adjusted several times. I also made a few mistakes in the implementation. Since the model now stands so far and the adjustments are minimal, you can ask me again in a year 😉 For an assessment of the investment strategy, I recommend you the articles linked on my profile. Their backtests go back to early 70s.
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