February 7th, 2017

The **previous article** made the point that you could increase a stock portfolio's performance by slightly increasing a single variable. The given portfolio equation was:

A(t) = A(0) + (1+g)^{t} ∙n∙u∙PT.

Based on this, in the previous test, g was raised by 1.5%. This time, it will be raised by 2.0%. And since g is part of a compounding factor, it should show its impact all over the strategy's timeline.

Once you have your trading strategy, meaning you have a long-term positive edge. There will remain one question. How can I do more of that?

Only actions that will affect the above equation can have an impact. The rest might just as well be cosmetic code. A stock trading strategy designer has for mission to maximize the above equation under the constraints of his initial capital and uncertainty.

The following notebook will show how a small incremental change in a single variable can increase one's portfolio performance, just as it did in the **previous article**. Which was saying: here is the new normal. Now, what can you do with that?

Once a trading strategy designer is done with his/her program, that is it. That is what it does. It has a unique signature: A(t) = A(0) + n∙u∙PT. But here, what is proposed is not to necessarily change the trading strategy, it can stay as it was. But nonetheless, you can request more. As if super-gaming the strategy itself.

Here is the **HTML file** describing the process.

**See related articles**:

**A Trading Strategy's Search For Profits – Part 2****A Trading Strategy's Search For Profits – Part 1****Building Your Stock Portfolio****Stock Trading Strategy Math I****Stock Trading Strategy Math II **

Created... February 7th, 2017, © Guy R. Fleury. All rights reserved.