No. of Recommendations: 0
Rayvt

I just re-read what you posted and am wondering if I understand.

You are showing more trades (75) with the buy and sell compared to just the sell (59).

The buy and sell rule has a shorter duration for following the SMA rule (only allowed when growth is negative) compared to the duration from growth turning negative until sometime after the groth turns positive.

I am wondering if the results are reversed, or I need more understanding??


GrowthGate on sell (only):
11.8% CAGR
-26% MaxDD
2.03 Sortino
12% stdev
Trades-> 59
In % -> 84%


GrowthGate on both sell & buy (per the GTT paper):
11.3% CAGR
-26% MaxDD
1.54 Sortino
13% stdev
Trades-> 75
In % -> 87%


Craig
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