Commentary, Methodology

10/12/20 – Zombies, etc.

I was trying to write on article about Zombies for SA this weekend. Zombi is an acronym for Zero Optimized Median Based Inferentiation. Consenso 1 and 2 are now zcon1 and zcon2. zomb1 is a pure zombi. Zombies reanimate the corpse of previously calculated strategies.

It seemed that the difference in performance between 3x and 1x was the more interesting topic. The two tables show 3x and 1x returns. Note that the 1x returns from the best strategies, while impressive, do not even equal buy and hold with 3x.

I checked out Specter/FF5 on weekly numbers using 2,3,4 and 5 week indicators and the results weren’t encouraging. Weekly strategies seem like a substantially different development path.

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