UnThreaded | Threaded | Whole Thread (69) | Ignore Thread Prev | Next
Author: lsmr409 Big red star, 1000 posts Old School Fool Add to my Favorite Fools Ignore this person (you won't see their posts anymore) Number: of 254197  
Subject: Re: Blending at a Whole New Level Date: 7/22/2008 4:33 AM
Post New | Post Reply | Reply Later | Create Poll Report this Post | Recommend it!
Recommendations: 0
Zee,

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?

Best,

Todd
Post New | Post Reply | Reply Later | Create Poll Report this Post | Recommend it!
Print the post  
UnThreaded | Threaded | Whole Thread (69) | Ignore Thread Prev | Next

Announcements

Foolanthropy 2014!
By working with young, first-time moms, Nurse-Family Partnership is able to truly change lives – for generations to come.
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.
Post of the Day:
Macro Economics

Looking at Currency Ratios
What was Your Dumbest Investment?
Share it with us -- and learn from others' stories of flubs.
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 "#1 Media Company to Work For" (BusinessInsider 2011)! 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