Matt, I have pondered ways to quantify the state of the system.
By that I mean some kind of scoring to include the state of the
multiple systems. Something like adding the
profitability scores of each active component. Since the
systems represent different strategies, maybe multiple indexes like
Reversion to mean, momentum, trending, etc.
Just a thought or two. Thanks for your many hours on systems. I
think they speak to those of us who are not able to profit from the
watch list. For example, I have continued to be a member
primarily for the analysis and the systems.
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Matt, I have pondered ways
SPY system comments and feedback needed
Posted by jroger on 15th of Jul 2019 at 10:39 am
Matt, I have pondered ways to quantify the state of the system. By that I mean some kind of scoring to include the state of the multiple systems. Something like adding the profitability scores of each active component. Since the systems represent different strategies, maybe multiple indexes like Reversion to mean, momentum, trending, etc.
Just a thought or two. Thanks for your many hours on systems. I think they speak to those of us who are not able to profit from the watch list. For example, I have continued to be a member primarily for the analysis and the systems.