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%.
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here's updated stats for this
KISS Trend and Reversion to mean systems combo
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%.