No. of Recommendations: 1
GSD, Sharpe, etc. need improving. Corrections, comments and
suggestions would be appreciated.


Nice screen. BarryDTO quite rightly pointed out that the SoWR method has less (over)tuning possibilities, with the important exception of the weighting factors. I notice that this screen has some unusual and rather precise looking weights. John W - how did you arrive at these values and how robust/brittle are the results to changes in their values? I note that if you set them all to 1, except for the rrs weights to 2, then CAGR and GSD go down a little, Sharpe is a little better and DD improves

Mark
Print the post  

Announcements

What was Your Dumbest Investment?
Share it with us -- and learn from others' stories of flubs.
When Life Gives You Lemons
We all have had hardships and made poor decisions. The important thing is how we respond and grow. Read the story of a Fool who started from nothing, and looks to gain everything.
Community Home
Speak Your Mind, Start Your Blog, Rate Your Stocks

Community Team Fools - who are those TMF's?
Contact Us
Contact Customer Service and other Fool departments here.
Work for Fools?
Winner of the Washingtonian great places to work, and Glassdoor #1 Company to Work For 2015! Have access to all of TMF's online and email products for FREE, and be paid for your contributions to TMF! Click the link and start your Fool career.
Advertisement