STDV Full Population: sigma = 5,1 PC = 8751 @ 29-05-12
PC/sh= Starting Price =133
S Holdzone = 5,1/(133-5,1) =0,04 ----> 4 %
B HoldZone = 5,1/(133+5,1) = 0,037 -----> 3,7 %
The optimization results for this run were
Sell Hold Zone = 13 % ------ Does not agree with Sigma Method Buy Hold Zone = 4 % ------Does agree with Sigma Method
What do you make of this?
The SPY optimisation looks at the high price of 147 which gives an indication of the rising trend at the end of the run and finds the optimum Sell Hold Zone at 13 %
In the SPY Demo I had set the B Hold Zone at 3,5% and the Sell Hold Zone at 12 %.
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