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Re: Myst post# 8534

Sunday, 10/03/2021 8:03:40 AM

Sunday, October 03, 2021 8:03:40 AM

Post# of 8728
Hi Myst,

Can you share the procedure for optimising the parameters in the X_Dev spreadsheet?

Were you eyeballing the chart and trying to make the High% and Low% Deviation Bands line up with as many of the high and low “extreme” deviations in the previous time period as possible? What determines whether the optimisation is “good enough”? Do you keep optimising the multiple until you have in retrospect achieved what appears to be the highest past possible return? Then assume this will be the best multiple going forward? Then, do you keep doing this on an ongoing basis as you go forward, in “real time”?

I saw that you changed the two values in the SELL and BUY market order columns to 0.1 and 14.2. Can you explain how that decision was made? Is that also an optimisation?

It looks like X_Dev 3SMA outperformed buy-and-hold by 10.24%! In the time period, AIM underperformed buy-and-hold by 15%.

Aimagic
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