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06/20/18 2:04 AM

#43039 RE: OldAIMGuy #43037

Thanks Tom, I just did an analysis over two periods, 6/2011-6/2018 and 6/2016-6/2018. For the longer period EEMS does a hair better at 3.62%/year versus 3.56%/year for DGS. This includes dividends and commission costs and uses weekly positions price.

However, to get the best results for DGS over that period I had to do some crazy testing stuff.

30% Cash, 50 shares initial minimum trade (12.6%), 15% Buy Safe, and 4% Sell Safe. Reducing the Sell Safe to 0% reduced the income rate to 3.45% and reducing the Buy Safe to 10% raised it to 3.86%/year but you have to raise the Cash to 38% to avoid going into negative cash.

Adding that "Cash Below Zero?" cell sure makes life much more interesting with less chasing one's tail.

Anyway, DGS does much better than EEMS over the last two years. DGS gets to 18.24%/year by reducing Cash to 5%, setting Buy and Sell safe at 10% each and raising the minimum trade to 95 shares (11.85%).

EEMS results are 12.58%/year with a 5% Cash, 10% Buy Safe, 5% Sell Safe and 10% Buy Safe, and a minimum shares traded being 65 (9.35%).

However the Buy Safe can be almost anything as there are no buys by either position in the last two years.

Using monthly data DGS gets 9.92%/year while EEMS gets 8.2%/year.

Of course, backtesting is not what happens in reality going into the unknown world. There is two possible bits of wisdom, however, that one should use different settings for Bull markets or Bear markets and it might be best if one was using weekly data instead of monthly.

Allen