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Subject:  Re: Blending at a Whole New Level Date:  7/23/2008  10:28 PM
Author:  Zeelotes Number:  211443 of 263248

Steve wrote:
Let me try to help you, here. I may not be representative of even a small minority, but here goes.

First off, Steve, this is raw research. It is a work in process. I don't expect the vast majority of board members to say much about it since they don't have the tools or experience to contribute anything value-added. But there are some who can make contributions... my comments were addressed to them. The ones having the ability to assist with bringing this to a higher level.

You seem to assume that I have a regularly updated database of all (100?) VL screens from which I can calculate Treynor/Alpha/Calmar/Jensen and the rest of the family. Not so.

Someone like Eric, Robbie, Gritton, or others would possibly see the benefit in this research and add a tool online that would enable this. Hold your horses. At the raw research stage it is not yet ready for full implementation.

Do I have the Pinnacle data for NH-NL? No.

wmhays has already posted a simple way to obtain the signals. I'm sure that although you don't have a Pinnacle subscription, you do have a mouse that can click on a link. :)

Does it make sense that the Treynor/(GSD^x) ratio gives the same results whether you use it ASC or DESC? No.

It gives the same on the bearish side, but vastly different on the bullish side. This simply shows that the indicator is not good for selecting the best screens to invest in during bearish markets. For the Descending sort though, it still ranks #4 out of 24. I'd say that is pretty good. And that is why it is still an excellent sort measure for all markets.

I guess that the short version is this: You produce another complicated method for achieving an astonishing set of results (CAGR = 54%, no problem) almost daily. It's overwhelming.</