Awesome information. I will look into these possibilities. There's hope. Plus, I came up with some other roads to take to still get to my final destination. It looks like one or more may work.
Great input! Thanks! --- In [email protected], Sidney Kaiser <skbi...@...> wrote: > > I ran a couple of quick tests to check out this possibility. I used ILF and > MALTX from 1 Jan 2006 to date. > > 2 ma xover: the fund outperformed etf by a large amount but both grossly > under performed B&H. > > Kirshenbaum Bands: the etf return was quite a bit greater than the fund and > both considerably out performed B&H. > etf 212% 76% b&h > fund 140% 61% b&h > > > For this test I did a quick optimization of the system parameters and then > ran the old V4.4 backtester to generate comparable results for the two > securities on one run. Running the same system with the same parameters over > the same time span. > > Perhaps you might want to keep poking around with this idea. > Cheers > Sid >
