Thanks for taking the time to do this backtest, Matt. The
other interesting thing about it is that if this had been
integrated with the Main Spy system, it appears that it would have
effectively "blocked" the "first" long trade entry on 1/30 and
possibly the 2nd entry in SSO on 2/2?... Effectively keeping the
system out of this downturn? Of course, it "is what it is"
for where the system is now. I know there's plenty of other
things to focus on right now, but not sure if you might be
considering to integrate this as a new sub-system into the SPY
system or possibly changing the existing exhaustion short subsystem
with these parameters? Thanks again!
yep it would have blocked that early long entry - I hate even
showing it because makes you think, GOD wish I had had that in the
system already, and I also don't want to make members emotional
about that stuff.
Well can't go back in time, always have to look forward, if
after further investigation it looks worth adding to the system I
will do that, can only improve for the future, can't change the
past
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Thanks for taking the time
daily exhaustion stats on SPX, I ran a quick backtest ...
Posted by desanyn on 9th of Feb 2018 at 03:26 pm
Thanks for taking the time to do this backtest, Matt. The other interesting thing about it is that if this had been integrated with the Main Spy system, it appears that it would have effectively "blocked" the "first" long trade entry on 1/30 and possibly the 2nd entry in SSO on 2/2?... Effectively keeping the system out of this downturn? Of course, it "is what it is" for where the system is now. I know there's plenty of other things to focus on right now, but not sure if you might be considering to integrate this as a new sub-system into the SPY system or possibly changing the existing exhaustion short subsystem with these parameters? Thanks again!
yep it would have blocked
Posted by matt on 9th of Feb 2018 at 03:28 pm
yep it would have blocked that early long entry - I hate even showing it because makes you think, GOD wish I had had that in the system already, and I also don't want to make members emotional about that stuff.
Well can't go back in time, always have to look forward, if after further investigation it looks worth adding to the system I will do that, can only improve for the future, can't change the past