April 22, 2011
If the new script improved performance, then it should also improve performance on the first batch of stocks tested. There was only one way to show that, in fact, it was the case, and that was to redo the test on the same stocks with the improved script.
The new test results are as follows.
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In all cases, we see performance metric improvements as expected. And thereby provides another piece of evidence as to the overall value of the modifications applied to the trading strategy. It is definitely a demonstration of the Alpha Power trading methodology at work. In my opinion, it also shows that the Buy & Hold is not dead; it only needs a little dose of steroids.
(click to enlarge)
( click to enlarge)
Created on ... April 22, 2011, © Guy R. Fleury. All rights reserved.