tag:blogger.com,1999:blog-2676650858658561710.post6873314297347863253..comments2023-11-02T06:14:07.871-04:00Comments on Quantifiable Edges: QE Big Time Swing System 1st Half Results UpdateRob Hannahttp://www.blogger.com/profile/07596674657839065754noreply@blogger.comBlogger4125tag:blogger.com,1999:blog-2676650858658561710.post-58759501378755228252011-07-04T01:00:08.556-04:002011-07-04T01:00:08.556-04:00This system has some really nice features.
Love t...This system has some really nice features.<br /><br />Love that all the trades are done at the open or close (i.e., peak liquidity).<br /><br />It's also nice that there are long and short entries. It's nice to be out of the market during downtrends, but it's extra nice to profit from them!Trader Kevinhttps://www.blogger.com/profile/03826070966823094363noreply@blogger.comtag:blogger.com,1999:blog-2676650858658561710.post-7635913797069517552011-07-04T00:24:34.887-04:002011-07-04T00:24:34.887-04:00You wanted a minimum sample size of 30?
Uh-oh, fl...You wanted a minimum sample size of 30?<br /><br />Uh-oh, flashbacks to Statistics 101, where every problem begins, "Assume a normal distribution..."<br /><br />LOL!Trader Kevinhttps://www.blogger.com/profile/03826070966823094363noreply@blogger.comtag:blogger.com,1999:blog-2676650858658561710.post-71729702578967622702011-07-04T00:19:56.231-04:002011-07-04T00:19:56.231-04:00Thanks Kevin.
To devise my ETF list I used the ET...Thanks Kevin.<br /><br />To devise my ETF list I used the ETF Rewind product. I basically took all the ETF’s listed under “Major Index”, “Capitalization & Style” and “Major Sector”. I then eliminated any that wouldn’t trigger at least 30 trades because of their short history. What I was left with was 30 ETF’s (including SPY).Rob Hannahttps://www.blogger.com/profile/07596674657839065754noreply@blogger.comtag:blogger.com,1999:blog-2676650858658561710.post-34540987184844711462011-07-03T23:59:07.912-04:002011-07-03T23:59:07.912-04:00Now we know why you locked yourself in your office...Now we know why you locked yourself in your office for three months!<br /><br />A PF of 4.4? Nice!<br /><br />How were the ETFs chosen for the robustness test?Trader Kevinhttps://www.blogger.com/profile/03826070966823094363noreply@blogger.com