@Cone where can I find the sector rotation strategy from the August publication?
Also, just a general wondering of is there a way to make sure all of the strategies WL posts are down on my computer?
Thanks!!
Also, just a general wondering of is there a way to make sure all of the strategies WL posts are down on my computer?
Thanks!!
Rename
Since there is already a thread about it, I will share my thoughts. I noticed one peculiarity in this strategy: in most crashes, the benchmark precedes it. That is, if you exit at the right time, you can significantly reduce the drawdown. As far as I understand, this is not feasible for rotation; it needs to be converted to a regular version for proper benchmarking.
However, it's original 1 symbol at a time version. If 2 is selected the result improves significantly. Too good to be true
I have checked the rebalance frequency, SemiAnually seems to have a bug which makes positions to last from one bar and more. But this bug that's what makes this strategy so profitable.
@Glitch, can you please check the SemiAnually code?
Upd: SemiAnually actually equals to daily according to the results
I have checked the rebalance frequency, SemiAnually seems to have a bug which makes positions to last from one bar and more. But this bug that's what makes this strategy so profitable.
@Glitch, can you please check the SemiAnually code?
Upd: SemiAnually actually equals to daily according to the results
Double checked my tasc strategy list, I have some from 2019, 2021, 2022 but thats it. How do I reset so that WL will pull in whats missing?
I've marked it for investigation, sure.
Same here: only 2019-2022 ones. How can we get new ones? Thanks!
The SemiAnnual rebalance should be resolved in Build 130.
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