Thanks, Pascal. Forgive me, but I can't find the discussion of the change that occurred in the way you describe the strength of a buy or short signal. Is it still true that "strong buy" and "strong sell" are the trades that can be expected to deliver 80% of the robots' gains while they represent only 20% of all trades? I'm seeking to simplify things....
Thanks again,
Neil
Neil, the changes were explained in the following pdf. Billy
The_IWM_Robot_Evolution[1].pdf
Billy and Pascal,
This is the first time I've seen this document. I'm surprised as I follow the board religiously. It's odd to me that the rules in this document indicate initiating a trade on parameters other than Strong, and yet the equity curve and drawdown statistics are both based on "Strong" signals. That doesn't make sense.
Thanks, Billy. I feel I must be missing something. The equity curve and drawdown analysis both favor trading only Strong signals. If those are still only 20% of all trades (the doc doesn't seem to confirm this), why would anyone but an action junkie trade any but Strong signals? Frequent trading is a problem for me anyway, and it seems to be punished in RR terms.
Also, is there a comparable doc for GDX? And was the optimal relative weighting of GDX and IWM positions resolved? Finally, is there an easy way to search for answers to questions like these so I don't have to bother you or Pascal? I did a quick search but came up empty.
Thanks again,
Neil