Here's some stats on the 401K SPX KISS. The first shows the
table
however -take a look at the following images. I'm able to
input the data into MorningStar, which then gives these reports
back showing all sorts of stats. On the top graph you can see the
DVT SPX vs buy and hold in red, crazy difference in the max draw
downs! The bottom graph on the first page shows the cumulative
returns of buy and hold vs the DVT 401K. The second page of the
report shows a yearly table and other things. Anyway pretty
cool stuff
One last thing, these stats will probably change slightly as I'm
honing down on some rules.
ALSO and very important. The Max Drawdown numbers are NOT using
trades, the way that MorningStar computes Max Drawdown is from the
most recent highs to the DVT exit price, NOT from the system entry
price.
I'm not sure I have to ask Myland on that one he inputed the
data into Morningstar on his side not me. It lists the DD
date as 9/3/2020 but that makes no sense, the system had an awesome
exit there as it exited only 2.71% from the highs! I will ask
him about that and to check his data
ALSO and this is very important. Those draw downs are not
losses, they are simply the difference where the system got out
from the recent highs, almost all exits are higher than where the
system entered. The drawdowns are NOT based off the entry prices,
but from the recent highs. I'll report back once I'm able to
verify some of this data but nonetheless still looks pretty
good
YES that 9.5% draw down is shows was an error! he didn't
have the 9/3 exit, I will be posting the new images here
And again just to be clear the max draw down is NOT based off
where the system went long, it's based off the max recent highs to
the DVT exit. For example Morningstar might show a DD of -6%
however since that's from the highs tot he DVT exit the trade might
still be up 5% or 10% from the original entry
point.
here's the new corrected reports. Remember as I stated the max
draw down is based NOT on the system's long entry point to the DVT
exit, it's based off the exit from the recent highs, therefore you
can most max draw down numbers were actually positive trades.
Anyway this new report doesn't show the graph back to 2006
for some reason so I'll get that, however the yearly data back to
2006 is on page 2.
Nice Matt--waaaaaaay cool!!!! This is pretty awesome.
Again this is what I follow along with the ES and SPY
systems; I don't do day to day trades. Keep up the good work.
Newsletter
Subscribe to our email list for regular free market updates
as well as a chance to get coupons!
SPX 401K Stats
Posted by matt on 9th of Oct 2020 at 04:32 pm
Here's some stats on the 401K SPX KISS. The first shows the table
however -take a look at the following images. I'm able to input the data into MorningStar, which then gives these reports back showing all sorts of stats. On the top graph you can see the DVT SPX vs buy and hold in red, crazy difference in the max draw downs! The bottom graph on the first page shows the cumulative returns of buy and hold vs the DVT 401K. The second page of the report shows a yearly table and other things. Anyway pretty cool stuff
One last thing, these stats will probably change slightly as I'm honing down on some rules.
ALSO and very important. The Max Drawdown numbers are NOT using trades, the way that MorningStar computes Max Drawdown is from the most recent highs to the DVT exit price, NOT from the system entry price.
This is awesome thanks for
Posted by 609395 on 10th of Oct 2020 at 08:39 am
This is awesome thanks for sharing. When did the max draw down of 9.5% occur? How come DVT didn’t trigger? Thanks
I'm not sure I have
Posted by matt on 10th of Oct 2020 at 03:08 pm
I'm not sure I have to ask Myland on that one he inputed the data into Morningstar on his side not me. It lists the DD date as 9/3/2020 but that makes no sense, the system had an awesome exit there as it exited only 2.71% from the highs! I will ask him about that and to check his data
ALSO and this is very important. Those draw downs are not losses, they are simply the difference where the system got out from the recent highs, almost all exits are higher than where the system entered. The drawdowns are NOT based off the entry prices, but from the recent highs. I'll report back once I'm able to verify some of this data but nonetheless still looks pretty good
YES that 9.5% draw down
Posted by matt on 10th of Oct 2020 at 03:30 pm
YES that 9.5% draw down is shows was an error! he didn't have the 9/3 exit, I will be posting the new images here
And again just to be clear the max draw down is NOT based off where the system went long, it's based off the max recent highs to the DVT exit. For example Morningstar might show a DD of -6% however since that's from the highs tot he DVT exit the trade might still be up 5% or 10% from the original entry point.
here's the new corrected reports.
Posted by matt on 10th of Oct 2020 at 04:54 pm
here's the new corrected reports. Remember as I stated the max draw down is based NOT on the system's long entry point to the DVT exit, it's based off the exit from the recent highs, therefore you can most max draw down numbers were actually positive trades. Anyway this new report doesn't show the graph back to 2006 for some reason so I'll get that, however the yearly data back to 2006 is on page 2.
I'll have some new stats
Posted by matt on 10th of Oct 2020 at 05:26 pm
I'll have some new stats tomorrow, I will double check everything and re run them again through Morningstar.
Is this your fund Matt?
Posted by mborder1 on 9th of Oct 2020 at 08:57 pm
Is this your fund Matt? What is minimum investment capital? How do we invest in it?
well said.
Posted by fredsaid on 10th of Oct 2020 at 04:14 am
well said.
Nice Matt--waaaaaaay cool!!!! This is
Posted by goap1207 on 9th of Oct 2020 at 06:28 pm
Nice Matt--waaaaaaay cool!!!! This is pretty awesome. Again this is what I follow along with the ES and SPY systems; I don't do day to day trades. Keep up the good work.