Commentary, Methodology

1/20/21 Afternoon Signals xFF and Methodology

This is definitely about as good as things get. .69 for a natural log return is doubling your money and the 3x bulls are doing it every quarter or two.

Maybe, I’m getting old but this election season seemed a bit more stressful than usual; and I thought 2016 was bad.

xFF has been playing CO fine for the last two 63 day periods (half a year) but is not great OC.

x7 is the daily signal currently and that also makes good money CO.

I’ve been working on these reports for some time. They get produced from a signal file that keeps track of the Specter/FF5 signals and the price history worksheets of the various symbols. Previously these were merged together into a single worksheet, but that took to much time and overhead.

During my career as a developer, I never had a project that required more than one dimensional arrays. The aggregated matrices use a four dimensional Win array. The Return array is three dimensional.

I mentioned in my Kabbalah article that it is quite dubious to fix the end date for analysis. For example, many analysts look at the 1 quarter, 2 quarter, and 3 quarter returns. Doing it this way should be more useful because the end date isn’t fixed.

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