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Strategies & Market Trends : Bulltrack Investment Software

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To: Jay Hartzok who wrote ()1/13/2000 9:41:00 AM
From: mark_andrews   of 14
 
Hi,

I just changed the 'Janus Twenty' (named after the mutual
fund which it uses the top 10 holdings) model to use the
Trend1 Model type. The increased out of sample results are
excellent. I used the real life test by setting the model
to Auto Optimize Daily.

Which one would you feel more comfortable with?
Real Life Test date range: 1/2/1996 - 1/13/2000

The Performance model: (Old Model)
Portfolio% 1133.45%
BullTrack% 2631.29%
Trades: 62/Wins 32/Losses 30
Efficiency: 1.21

Trend1 Model: (New Model)
Portfolio% 1133.45%
BullTrack% 7644.81%
Trades: 32/21/11
Efficiency: 5.28

The Trend1 modeltype is the last one to be added, doing
very nicely IMHO.

Regards,

Mark
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