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Two points.
First, I've also noticed that tested returns improve when the initial
selection-pool is larger, but that's only logical. More and
better-quality choices should result in more and better-quality trades.
Second, look at your selection-pools. The SP100 and SP500 are
capitalization-based indices containing some of the most over-owned,
over-valued stocks in the entire market. By expanding your selection
pool to include stocks that are less widely-owned and better-valued
than the already over-popular favorites you're getting a better return
on your investment.
Luck,
Sebastian
--- In amibroker@xxxxxxxxxxxxxxx, "Ara Kaloustian" <ara1@xxx> wrote:
>
> I am getting some results that I do not understand why
>
> Am testing using relative strength... will not describe system,
because I don't beleive the specifics are relevant.
>
> My issue is that I get significantly better results with larger
watchlists:
>
> Example:
>
> S&P100 ==== > 7.75%
> S&P500 ==== > 13.00%
> List of 1500 ==== > 23.00%
>
> Am not using scoring variable.
> Max positions variable of 5 and 25 have very little effect.
>
> Does this make sense to anyone???
>
>
> TIA
>
> Ara
>
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