SUMMER 2019:  Summer Daily Fisher Transform Trades ~ Current QA

PRE-SUMMER 2019:
  Getting prepped on this page for a test using FISHER TRANSFORM to setup SWING TRADING.  The test will be based on weighing FT signals versus others depending on the value at which they begin in the indicator.  This is the page to look at for details, coming very soon!
EARLY 2019: Look to the Head Blog for posts on the Late Winter Test on Hedging.
DECEMBER 2018:  Look for posts in the Head Blog about what went well and what could improve with the Fall 2018 test.  More below:
Post-analysis #1 ~ ADVERSE EXCURSION FILTER ~
Mid-analysis #1 ~ Failing Strategies, an Analysis ~

Below is the raw data statistics that I use to create the analysis. Also, below the information here is the pic archive and a place for comments. ~B3

FALL 2018 – FINAL RESULTS – NO FILTERS

POST TIME 10/16/2018 16:21 LONG SHORT ALIGNMENT VALUE-TREND OSCILLATION
CURRENT POSITIONS 0 0 0 0 0 0
EXITS 342 181 161 102 101 140
ENTRIES 342 181 161 102 101 140
WINS 164 87 77 47 57 60
LOSSES 177 93 84 54 44 80
FLAT 1 1 0 1 0 0
WIN% 48.09% 48.33% 47.83% 46.53% 56.44% 42.86%
TOTAL RETURN 279.40% 31.73% 247.67% 34.21% 137.93% 103.69%
Return on Inv Cap 4.69% 0.91% 9.98% 2.81% 4.21% 7.08%
Annualized ROIC 23.26% 4.53% 49.49% 13.92% 20.86% 35.10%
TOTAL CALENDAR DAYS 74
CONGLOMERATE LONG SHORT ALIGNMENT VALUE-TREND OSCILLATION
AVG DAYS IN TRADE 12.8 14.1 11.4 8.8 23.9 7.7
PAYOFF RATIO 1.68 1.18 2.42 1.40 1.26 2.34
PROFIT FACTOR 1.55 1.11 2.21 1.22 1.64 1.76
EXCURSION RATIO 1.53 1.30 1.80 1.31 1.46 1.85
AVG TRADE 0.82% 0.18% 1.54% 0.34% 1.37% 0.74%
AVG WIN 4.78% 3.82% 5.87% 4.02% 6.22% 4.01%
AVG LOSS -2.85% -3.24% -2.43% -2.87% -4.93% -1.71%
AVG MFE 3.66% 3.20% 4.19% 3.14% 5.03% 3.04%
AVG MAE -2.39% -2.45% -2.33% -2.39% -3.45% -1.64%
AVG LEFT ON TABLE -1.37% -1.36% -1.39% -1.29% -1.52% -1.32%
EXPECTANCY 2.29% 1.84% 2.81% 1.85% 3.51% 1.72%
This post contains the latest developments in the quantitative analysis of a select few of the strategies I like to use.  The logic of which can be found in my EOD method.  The results that are displayed include a combination of the TEST’s realized and unrealized profit & loss.  The quantitative test will benefit my choice making, as I NEVER take every signal.  I look at all signals and decide where the money is flowing and surf it like the waves.  My hope is to let this analysis of my strategies speak for itself in real time.  I will crunch all the data as we go, good or bad. I have NO money invested in these plays!  I started the blog to show people how a real systems analysis can not only help understand trading in general, but hopefully I can quantify and show the setups that are more powerful and why.  This process as it pertains to this website is still very young; and its benefit will be proportional to the amount of data collected.

ARCHIVE SHOWING THE ENTRIES ON THEIR DAYS (TIME-STAMPED)

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