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Thread: +511 Club & +80 RS

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  1. #1

    LEV Leaders - 5d Rolling Performance

    Hi-

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    Shawn

  2. #2

    LEV Leaders - Sep 6 Performance

    Name:  P&L - Sep 6, 2013.png
Views: 620
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    Shawn

  3. #3

    LEV Leaders - Sep 9 Performance

    Hi-

    Name:  P&L - Sep 9, 2013.png
Views: 624
Size:  22.9 KB

    Shawn

  4. #4

    LEV Leaders - Sep 10 Performance

    Hi:

    For Tu, Sep 10 the results were:

    Name:  P&L - Sep 10, 2013.png
Views: 605
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    Shawn

  5. #5

    LEV Leaders - Sep 11 Performance

    Hi:

    Results for Wed, Sep 11, 2013:

    Name:  P&L - Sep 11, 2013.png
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    Shawn

  6. #6

    LEV Leaders - Sep 12 Performance

    Hi-

    Results for Th, Sep 12, 2013:

    Name:  P&L - Sep 12, 2013.png
Views: 622
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    Shawn

  7. #7

    LEV Leaders - Sep 13 Performance

    Hi

    For Fri, Sep 13 the results are:

    Name:  P&L - Sep 13, 2013.png
Views: 616
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    Shawn

  8. #8
    Selection is sometimes difficult.
    If you are too restrictive, then you end up with too few candidates to be able to operate a good selection.

    The fact that there are few long candidates could indicate that funds are not buying leaders for now.
    What I observed in the past days however is that the number of shorts candidates is decreasing, which could mean the opposite: funds are not shorting!

    I back tested the number of possible candidates related to the average returns but could not find a clear correlation.
    What I however found is that when you try to get for example 10 positions, if your selection is too strict, you often end up with being under invested. This means that you miss some of the up/down side.

    I hence prefer a larger selection coupled to a system that only crops the five or ten best candidates... or I operate a manual selection, which is my preference, because I like to feel more clever than a computer (in hindsight it is seldom the case.)


    Pascal

  9. #9
    Quote Originally Posted by Pascal View Post
    Selection is sometimes difficult.
    If you are too restrictive, then you end up with too few candidates to be able to operate a good selection.

    The fact that there are few long candidates could indicate that funds are not buying leaders for now.
    What I observed in the past days however is that the number of shorts candidates is decreasing, which could mean the opposite: funds are not shorting!

    I back tested the number of possible candidates related to the average returns but could not find a clear correlation.
    What I however found is that when you try to get for example 10 positions, if your selection is too strict, you often end up with being under invested. This means that you miss some of the up/down side.

    I hence prefer a larger selection coupled to a system that only crops the five or ten best candidates... or I operate a manual selection, which is my preference, because I like to feel more clever than a computer (in hindsight it is seldom the case.)


    Pascal
    I have about 140 stocks to choose from. Choices from several disciplines - value, mechanical and momentum but it sure takes a lot of work !

    Trev

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