Posted by Orangeman on 11th of Mar 2022 at 04:33 pm
Thanks Matt - pretty killer stats.
The one component I'm unclear on are entries for the KISS
system. Is the table in the nightly newsletter email the best
way to be notified or is there something more explicit that I have
been missing?
here's updated stats for this year (realize that 7% loss for the
KISS isn't what it seems, it's caused by the year end close out and
start of the new year. For example, the KISS went back long
in early December and I have to close the trade on Dec 31st to
close out the year and calculate the gain for 2021. However, I then
have to set the starting price for the new year from Jan 1st, even
though the system didn't enter there, it entered in early Dec at
lower prices), thus it makes that loss seem large even though in
reality if you used the actual entry from early Dec it was more
like -4%.
Yep I'd have to communicate those KISS trades clearly with
emails etc
anyway the table gives an example of what it all could look
like. overall I'm pretty happy with the KISS stats but I'm still
not overall happy or done with it, there's still a few ideas I want
to add to it
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Thanks Matt - pretty killer
KISS Trend and Reversion to mean systems combo
Posted by Orangeman on 11th of Mar 2022 at 04:33 pm
Thanks Matt - pretty killer stats.
The one component I'm unclear on are entries for the KISS system. Is the table in the nightly newsletter email the best way to be notified or is there something more explicit that I have been missing?
here's updated stats for this
Posted by matt on 12th of Mar 2022 at 11:42 am
here's updated stats for this year (realize that 7% loss for the KISS isn't what it seems, it's caused by the year end close out and start of the new year. For example, the KISS went back long in early December and I have to close the trade on Dec 31st to close out the year and calculate the gain for 2021. However, I then have to set the starting price for the new year from Jan 1st, even though the system didn't enter there, it entered in early Dec at lower prices), thus it makes that loss seem large even though in reality if you used the actual entry from early Dec it was more like -4%.
Yep I'd have to communicate
Posted by matt on 11th of Mar 2022 at 04:39 pm
Yep I'd have to communicate those KISS trades clearly with emails etc
anyway the table gives an example of what it all could look like. overall I'm pretty happy with the KISS stats but I'm still not overall happy or done with it, there's still a few ideas I want to add to it