Hi Myst,
I have shared a MARA sheet in which I tried an alternative approach.
Since you have more firsthand experience in the problems you encounter trading XDEV, you will be able to share what you think is useful.
Instead of calculating the size of the BUY or SELL % as a % of the Portfolio Value, I tried turning the $ values in the BUY Forecast and SELL Forecast columns into a % of Stock Value.
The Market Order is not always exactly what turns out to be traded as the BUY signal in the Market Order column sometimes exceeds the CASH VALUE available for a BUY.
I thought sizing relative to Stock Value might be easier to follow. If the STOCK you hold is different to what is shown in the spreadsheet then you will simply BUY or SELL a % relative to that amount of STOCK.
The question of how much stock to hold in the first place is one we will do more work to try and answer, perhaps calculating a maximum % of the total trading account and perhaps with reference, to the Zone % idea you discussed previously.
I would love to hear your thoughts on how and when to bring an investment inline with the $ value shown on the sheet, or, whether, in your experience, it is necessary at all. In particular, after a re-optimisation, as it is after a re-optimisation that the numbers can sometimes on the sheet indicating one's exposure can dramatically change.
Best regards,
Alex
AI
