Here's the SPY on a 195 min 1/2 day chart with KISS statistics
vs buy and hold
On the table I show various things such as % gain, profit
factor, # trades per year, % profitable, and max draw down and
compare vs simple buy and hold
overall the KISS beats the buy and hold (not every year of
course. However, the main benefit is the lack of draw down. Max
draw down this year for buy and hold id about -9%, vs -1.9% for the
195 min KISS
2022 SPX max DD was -28%, vs -5.7% for KISS
2020 SPX max DD -33% vs KISS -5.4%
2018 SPX max DD -20% vs KISS -3%
regarding the KISS systems - remember the main benefit on the
indexes is the very low draw down vs buy and hold (typically 5 to 6
fold less draw down), so on some of the years where buy and hold
made a bit more, the more important thing is the very small draw
downs. However over the long run the KISS made higher gains
in the majority of years overall
also - the way I could boost the returns higher is adding some
of the mean reversion systems to the KISS. Not all of them, only
the hard to trigger mean reversion systems (maybe only 5 systems
out of the 22) that might only trigger 3 - 6 times a years, those
would add another 5% or 10% or 15% to each of the annual returns
and ever year would then beat the market
hello yes I'm working on some big ideas for those KISS systems.
What I may do is add an extra tab to the KISS tables - right now
I'm in the process of building various ones: QQQ 195 min, SPY 195
min and will make others.
The stats are pretty impressive: you basically capture all or
more gains than buy and hold but with 1/5 to 1/6 or less of the
draw down - the average draw down on the QQQ KISS is only about 3%
over 20 years, vs close to 20% for buy and hold, and that's just
the average as there's a -52% year, -30.5%, -36.5% during 3 of
those years
SPY KISS 195 min stats vs buy and hold
Posted by matt on 4th of Sep 2023 at 08:05 pm
Here's the SPY on a 195 min 1/2 day chart with KISS statistics vs buy and hold
On the table I show various things such as % gain, profit factor, # trades per year, % profitable, and max draw down and compare vs simple buy and hold
overall the KISS beats the buy and hold (not every year of course. However, the main benefit is the lack of draw down. Max draw down this year for buy and hold id about -9%, vs -1.9% for the 195 min KISS
2022 SPX max DD was -28%, vs -5.7% for KISS
2020 SPX max DD -33% vs KISS -5.4%
2018 SPX max DD -20% vs KISS -3%
you can look at the table for more info
regarding the KISS systems -
Posted by matt on 5th of Sep 2023 at 09:41 am
regarding the KISS systems - remember the main benefit on the indexes is the very low draw down vs buy and hold (typically 5 to 6 fold less draw down), so on some of the years where buy and hold made a bit more, the more important thing is the very small draw downs. However over the long run the KISS made higher gains in the majority of years overall
also - the way I could boost the returns higher is adding some of the mean reversion systems to the KISS. Not all of them, only the hard to trigger mean reversion systems (maybe only 5 systems out of the 22) that might only trigger 3 - 6 times a years, those would add another 5% or 10% or 15% to each of the annual returns and ever year would then beat the market
Are you planning to add
Posted by rgmclm on 5th of Sep 2023 at 07:51 pm
Are you planning to add the 195 hart to the site Systems pull-down list?
hello yes I'm working on
Posted by matt on 5th of Sep 2023 at 08:18 pm
hello yes I'm working on some big ideas for those KISS systems. What I may do is add an extra tab to the KISS tables - right now I'm in the process of building various ones: QQQ 195 min, SPY 195 min and will make others.
The stats are pretty impressive: you basically capture all or more gains than buy and hold but with 1/5 to 1/6 or less of the draw down - the average draw down on the QQQ KISS is only about 3% over 20 years, vs close to 20% for buy and hold, and that's just the average as there's a -52% year, -30.5%, -36.5% during 3 of those years
Amazing. Would love to see
Posted by skwan1940 on 6th of Sep 2023 at 12:42 pm
Amazing. Would love to see stats on GDX SLV and GLD.
That is absolutely amazing !!!
Posted by anjali25 on 5th of Sep 2023 at 11:57 pm
That is absolutely amazing !!!
the QQQ stats are even
Posted by matt on 4th of Sep 2023 at 10:38 pm
the QQQ stats are even more impressive