davesaint86
726 posts
msg #148705
- Ignore davesaint86 |
7/26/2019 9:32:53 PM
https://www.portfoliovisualizer.com/backtest-portfolio?s=y&timePeriod=4&startYear=1985&firstMonth=1&endYear=2019&lastMonth=12&calendarAligned=true&initialAmount=10000&annualOperation=0&annualAdjustment=0&inflationAdjusted=true&annualPercentage=0.0&frequency=4&rebalanceType=1&absoluteDeviation=5.0&relativeDeviation=25.0&showYield=false&reinvestDividends=true&sameFees=true&symbol1=V&allocation1_1=10&symbol2=MA&allocation2_1=10&symbol3=ICE&allocation3_1=10&symbol4=CME&allocation4_1=10&symbol5=CBOE&allocation5_1=10&symbol6=MCO&allocation6_1=10&symbol7=TMF&allocation7_1=20&symbol8=SPGI&allocation8_1=10&symbol9=GOOG&allocation9_1=10&total1=100&total2=0&total3=0
Somewhat of a Moat portfolio with a little Hedge protection
|
dangreene
229 posts
msg #155119
- Ignore dangreene |
12/27/2020 9:15:45 AM
I'm pulling the plug on this thread with the following:
END OF YEAR RECAP
PER SHARE GAIN OR LOSS
SYMBOL BUY SELL GAIN LOSS
SONN 2.74 2.80 + 0.06
SGBX 2.45 2.50 + 0.05
SYBX 2.34 2.59 + 0.25
AHT 2.87 3.60 + 0.73
ATNF 2.49 2.61 + 0.12
SYBX 2.24 2.59 + 0.35
JG 3.55 5.56 + 2.01
JG 3.30 5.56 + 2.26
PPSI 4.45 4.545 + 0.095 Sold Partial fill of 61 shares
AIRI 1.20
|
davesaint86
726 posts
msg #155122
- Ignore davesaint86 |
12/27/2020 7:08:08 PM
https://www.portfoliovisualizer.com/backtest-portfolio?s=y&timePeriod=4&startYear=1985&firstMonth=1&endYear=2020&lastMonth=12&calendarAligned=true&includeYTD=false&initialAmount=10000&annualOperation=0&annualAdjustment=0&inflationAdjusted=true&annualPercentage=0.0&frequency=4&rebalanceType=1&absoluteDeviation=5.0&relativeDeviation=25.0&showYield=false&reinvestDividends=true&portfolioNames=false&portfolioName1=Portfolio+1&portfolioName2=Portfolio+2&portfolioName3=Portfolio+3&symbol1=V&allocation1_1=10&symbol2=MA&allocation2_1=10&symbol3=ICE&allocation3_1=10&symbol4=CME&allocation4_1=10&symbol5=CBOE&allocation5_1=10&symbol6=MCO&allocation6_1=10&symbol7=TMF&allocation7_1=20&symbol8=SPGI&allocation8_1=10&symbol9=GOOG&allocation9_1=10
|
davesaint86
726 posts
msg #155123
- Ignore davesaint86 |
12/27/2020 7:10:07 PM
https://www.portfoliovisualizer.com/test-market-timing-model?s=y&coreSatellite=false&savedModelList=3-SPGI%2CMA%2CICE%2CCME%2CMCO%2CNVDA%2CCBOE%2CV%2CBIIB%2C&timingModel=6&timePeriod=4&startYear=1985&firstMonth=1&endYear=2020&lastMonth=12&calendarAligned=true&includeYTD=true&initialAmount=430000&periodicAdjustment=0&adjustmentAmount=1000&inflationAdjusted=true&adjustmentPercentage=0.0&adjustmentFrequency=2&symbols=SPGI%2CMA%2CICE%2CCME%2CMCO%2CNVDA%2CCBOE%2CV%2CBIIB%2CSTZ%2CCOST&singleAbsoluteMomentum=true&absoluteMomentumAsset=SPY&volatilityTarget=9.0&downsideVolatility=false&outOfMarketStartMonth=5&outOfMarketEndMonth=10&outOfMarketAssetType=2&outOfMarketAsset=TLT&movingAverageSignal=1&movingAverageType=1&multipleTimingPeriods=true&periodWeighting=2&windowSize=1&windowSizeInDays=105&movingAverageType2=1&windowSize2=10&windowSizeInDays2=105&excludePreviousMonth=false&normalizeReturns=false&volatilityWindowSize=0&volatilityWindowSizeInDays=0&assetsToHold=11&allocationWeights=1&riskControlType=0&riskWindowSize=10&riskWindowSizeInDays=0&rebalancePeriod=1&separateSignalAsset=false&tradeExecution=0&comparedAllocation=-1&benchmark=-1&benchmarkSymbol=SPY&timingPeriods%5B0%5D=1&timingUnits%5B0%5D=2&timingWeights%5B0%5D=33&timingPeriods%5B1%5D=3&timingUnits%5B1%5D=2&timingWeights%5B1%5D=33&timingPeriods%5B2%5D=6&timingUnits%5B2%5D=2&timingWeights%5B2%5D=34&timingUnits%5B3%5D=2&timingWeights%5B3%5D=0&timingUnits%5B4%5D=2&timingWeights%5B4%5D=0&volatilityPeriodUnit=2&volatilityPeriodWeight=0
|