cjam
Unfortunately I don't have a fresh mind, I just tend to get confused by written descriptions of mathematical concepts and things such as Pascal's Triangle and I need to translate the concepts into typical examples so that I can get it straight in my head.
I fully appreciate that you might only intend that your strategies would be used in a money management role however, in order to assess whether they might be applicable to a person's own investment temperament, it is useful to have a proper understanding of the results obtained by back-testing. So, just to demonstrate how dense I am, could I ask you to further explain what you mean by:-
"The backtest results use percentage based calculations and therefore assume that the current value of the entire holding at each time-point is used as the base."
For example, for the Standard strategy, if starting with funds of $12,000 the first months investment would be $12,000x13.33%=$1,600. Are your back-testing results then based on assuming that, if this $1,600 increased in value to $2,000, the next months investment would be $12,400x13.33%=$1,653 etc etc i.e. compounding the monthly profits throughout the period tested?
Ken
News 
Market Data 
Discover 
