InvestorsHub Logo
icon url

AIMAGIC

01/19/22 5:06 AM

#8687 RE: Myst #8684

Hi Myst,

I have shared a spreadsheet in which the minimum $150 size rule is applied to both BUYS and SELLS. I have made the minimum $ amount “optimisable” in cell P3 so it can be set to $0 or anything else a user wants. Now, the BUY Forecast and SELL Forecast columns show 0 if the amount recommended is less than the $ amount shown in cell P3. The SELL Market Order and BUY Market Order columns will continue to show the recommended trade no mater what the size. The MARKET ORDER column will show 0 when the recommended SELL or BUY is less than the minimum % amount in cell P3.

Can you help me understand one more time why you incorporated this “hardcoded” minimum $ amount in the spreadsheet in addition to the Minimum Signal %?

I have included two further additions to the sheet. Since I am experimenting with trying to enumerate what matters most in choosing assets for trading with XDEV, in cells S4 to T8, I added some measures derived from the XDEV Factor and, in cells O5 to Q7, a way of counting the number of “crossovers” between STOCK and CASH that have occurred over the backtest period in order to turn this into a rough estimation of the no. of crossovers per year so that the number of “crossovers” can be compared between assets.

From my initial comparisons, the MIN / MAX / RANGE / STDEV information derived from the XDEV Factor alone, while interesting, are not so helpful in establishing which assets to choose. Poorly performing assets and better performing assets cannot be distinguished by looking at these measures alone. The main parameter which has the greatest effect on the suitability of an asset for trading with XDEV is the number of crossovers the asset triggers. Interestingly, it looks like starting CASH % seems to have the biggest impact on the number of crossovers over the backtest.

Best regards,

Alex