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Thread: Combo-MF Position Sizing

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  1. #19
    Join Date
    Oct 2011
    Location
    Brugge-Belgium
    Posts
    394
    Pascal,

    I do not want to spam you, but I would like to get confirmation if the signals I have used are now OK.
    An overview of the results of my back tests are attached.
    These trades are performed with no stop-loss over the period from beginning of 2010 until now (EOD yesterday).
    No costs transactions are calculated.

    At first view, I would adopt the signals the following way:
    GDX: only Bought Oversold & Shorted Overbought
    XLB: all signals
    XLE: all signals
    XLF: skip Bought
    XLI: all signals
    XLK: all signals
    XLP: only Bought Oversold & Shorted Overbought
    XLU: skip Shorted
    XLV: skip Shorted & Shorted Overbought
    XLY: skip Shorted Overbought

    Do you concur?
    Attached Images  

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