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I'm not following you at all ...
What question was it that you think I was asked ?
--- In amibroker@xxxxxxxxxxxxxxx, "Lionel Issen" <lissen@xxxx> wrote:
> Fred:
> Please don't reply like a grade school teacher who wants to make the
> kids "think" (college profs are also very guilty of this).
>
> You were asked a question, please answer with enough detail so the
> recipient can use it. Its most inappropriate to play mind games.
>
> Lionel
>
>
>
> -----Original Message-----
> From: Fred [mailto:fctonetti@x...]
> Sent: Friday, June 06, 2003 10:06 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: HeadsUp backtest against Mutual Funds
>
>
> I wasn't asking for a hint ... I was trying to give you one ...
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Phsst" <phsst@xxxx> wrote:
> > > But I don't know how you tell anything running "portfolios" of
> > stocks or mf's through AB without an extra tool ... hint, hint.<
> >
> > Then you haven't figured all the angles... think hard about it.
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Fred" <fctonetti@xxxx> wrote:
> > > But I don't know how you tell anything running "portfolios" of
> stocks
> > > or mf's through AB without an extra tool ... hint, hint.
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "Phsst" <phsst@xxxx> wrote:
> > > > Fred got my curiosity up. I've never been inclined to
backtest
> > > against
> > > > Mutual Funds before... so I did a HeadsUp test against my
> Mutual
> > > Fund
> > > > Database. Same backtest period as the stock backtest.
> > > >
> > > > Results:
> > > >
> > > > LONG
> > > > First Trade Jan 2 2003
> > > > Last Trade Jun 5 2003
> > > > Days in Test 154
> > > >
> > > > Trades
> > > 21,582
> > > > % Profitable 75.86%
> > > > Net P/L
> > > 2,276,658
> > > > Rate of Annual Return 21.79%
> > > >
> > > > Avg Profit / Winner
> 168
> > > > Avg Days Held - Winners
> > > 31
> > > > Avg Loss / Loser 90
> > > > Avg Days Held - Losers
> > > 31
> > > > Avg PositionSize 5,562
> > > > Avg Market Exposure
> 24,423,175
> > > > Max Market Exposure
> 58,055,140
> > > > Initial Equity 500,000
> > > > Lowest Account Value 499,768
> > > > Maximum Account Value 2,776,659
> > > > Ending Account Value 2,776,659
> > > > Max DD as a % of Account Value 1.94%
> > > >
> > > > Just FWIW.
> > > >
> > > > Phsst
>
>
>
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