Commentary, Methodology

9/8/20 Probable x00

x30 is the worst signal return, x00 is generally in the running for best.

This is the output of the new signal processing engine. There are 4 x 6 columns = 24. xDS is the Consenso signal to make 25 for xFF5. Once you get here, it is possible to build the Single Garbage Can.

Cons is Consenso. It ignores strategies that have a 3 in them. The numbers are log returns for the crazy 8. The 0.68 number for ACC (Buy and Hold) can be divided by 8 to get an average return. Pretty remarkable that Consenso makes the most. These results sort of proves the power of the methodology.

I love the 3x numbers but have some doubts about how practical it is to play them. I’ve been thinking that the signals could be used to take short term long option positions. Presumably in SPY, QQQ, IWM, etc. It’s difficult to analyze option price history which is probably why you don’t see anyone doing it. With long options, at least you know the worst that can happen.

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