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Investing/Strategies / Mechanical Investing
|Subject: Re: Blending at a Whole New Level||Date: 7/22/2008 4:33 AM|
|Author: lsmr409||Number: 211388 of 265177|
Thanks for your helpful answers to my previous questions!
Just a couple more things I was curious about...
What exactly do the Bull Win % and Bear Win % mean? A couple of cases seemed odd with these values... Just one example, "Beta DESC" had a Bullish CAGR of 40.10% and a Bearish CAGR of 4.57%. However, its Bear Win % was higher than its Bull Win % (69% vs. 61%, respectively). That was confusing to me. Also, what does Reb Win % mean, and how does it differ from Screen Win % ?
I used datahelper.com and Google to try to find a definition of "Normalized Trough Count", but I couldn't seem to find one. What does the term mean, and how is it calculated?
I apologize, I'm sure you've answered this before, but how did you choose blends for the very earliest years of the backtest (1989, 1990, 1991, etc.), given that before 1989, many of the screens don't have any historical data to examine?
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