4D
You've had a lucky month: one of the strongest stock rallies ever right at the start.
It is built into GTAA that it underperforms during stock rallies. This is one of the systematic costs of a low-beta strategy.
If you had started at the beginning of 2024 or so, the comparison would certainly look different. In this respect, I'm rather curious to see where we stand at the end of 2026 and 2027. 👍
It is built into GTAA that it underperforms during stock rallies. This is one of the systematic costs of a low-beta strategy.
If you had started at the beginning of 2024 or so, the comparison would certainly look different. In this respect, I'm rather curious to see where we stand at the end of 2026 and 2027. 👍
•
33
•
@Epi The nice thing is that, thanks to my new stability anchor😉, I also benefit when things are otherwise going against me. 🚀
So it's a win/win for me!
Even if you wouldn't expect it from me at first glance. I already thought about what sense a challenge could make beforehand, apart from a comparison of tails for which I'm too old.
Your first sentence is called time the market!
Of course the result is not representative. But it also shows again that my assumptions, like the wikis, were not wrong, unlike my strategy in certain market phases. I came up with the idea at the beginning of April after seeing that your strategies went through the roof in the exact month when my portfolio was down 15%. And after a little more historical comparison of other top and bottom months of mine, I then started in May.
So it's a win/win for me!
Even if you wouldn't expect it from me at first glance. I already thought about what sense a challenge could make beforehand, apart from a comparison of tails for which I'm too old.
Your first sentence is called time the market!
Of course the result is not representative. But it also shows again that my assumptions, like the wikis, were not wrong, unlike my strategy in certain market phases. I came up with the idea at the beginning of April after seeing that your strategies went through the roof in the exact month when my portfolio was down 15%. And after a little more historical comparison of other top and bottom months of mine, I then started in May.
•
11
•3D
@Multibagger The first month with this performance can make it much more difficult to compare the strategies. If in one year your strategy has +50% and mine +45%, then it looks to the layman as if yours is better. However, yours would then be much more asymmetrical (everything at the beginning, then nothing more, i.e. more luck) and mine more continuous (+5% every month, i.e. more of a system). This can be mapped with Sortino Ratio, but few people are interested in and know such metrics.
In other words, for a real challenge, perhaps we should use comparison metrics that go beyond simple profit accumulation? 🤷
In other words, for a real challenge, perhaps we should use comparison metrics that go beyond simple profit accumulation? 🤷
•
22
•
@Epi that's a good idea
•
11
•@Epi I will also add a monthly performance in addition to the cumulative performance. This is also in my interest because I can then compare even better whether my assumptions of non-correlation are correct.
•
11
•@Epi What do you have in mind? I don't want to make a science out of it 😉
••
3D
@Multibagger I think an overview of the monthly performances could help with the overview. On this basis, you can also make more informed statements about the strategies after 1-2 years. 🤷
•
11
•@Epi sounds good, if @Multibagger then also includes the spy and qqq in the monthly performance matrix, one could most likely make really well-founded statements
•
11
•@Krush82 I have no idea what you're talking about. 😉 And to be honest, I don't want to do that much evaluation work either.
••
@Krush82 Please bear one thing in mind. I admire your accretion in the development of your strategies. But I am only rudimentarily interested in the analyses behind them. I look at whether a strategy, share or derivative works and generates a sufficient return for me. Then I invest. I don't need to know whether the performance is due to Spy or qqq or anything else. At the moment, I plan to let this comparison run for a whole year. I can draw enough conclusions from it for myself. What you then make of it is up to you.
Don't be angry. For me, the stock market is not a science.
Don't be angry. For me, the stock market is not a science.
•
33
•2D
@Multibagger Science is only the successful belly explicated and systematized.
So: a simple table with the various monthly performances lined up should suffice as an initial overview, I think. Or is it?
So: a simple table with the various monthly performances lined up should suffice as an initial overview, I think. Or is it?
•
11
•