June 17, 2018

**Basic Portfolio Math Part IV**, made the point that the 505 listed stocks in the S&P500 price matrix were the same for everyone. Its past is recorded history, and there is only one iteration of it. The possible combinations of selectable stocks for a portfolio are so huge that there is not enough computing power on this planet to make an exhaustive search for the best possible trading strategy within a million lifetimes, let alone over the next few minutes.

We remain limited to the best we can find with the tools we have. Whatever that solution, its payoff matrix would tend to be unique too. Saying that the automated trading strategy you design might be so unique that no one will be tempted to even try reverse engineering it.

However, we can always compare the outcome of trading strategies and their metrics.

The following **HTML file** explores the possibilities with some design considerations.

**Related Files**:

Created...June 17, 2018, © Guy R. Fleury. All rights reserved.