Thread - I have limited my choices in my Monocle DAA (Trading Module) to these funds: FUSEX, FGRIX, FEQIX, FCNTX, FOCPX, FMAGX, and two non-Fidelity funds, DELTX and TWCUX. I did this after running numerous optimizations to get the "best" results.
My current favorite parameters are these: System: ALPHA, Period:19, Invest in: 1, Cutoff: 4, Stop purchase: 3%, Stop high: 5%, No Market Timing, No Hold Minimum Days. Optimized from 11/21/94, it has produced +30% annual return and about 70% winners.
I've not chosen a market timing entry because I have not found one to work into the future. Has anybody out there found one?
I've chosen "ALPHA" because, as the Monocle User's Manual states, "It is suggested by a number of professionals that the ALPHA, especially shorter-term ALPHA, is the most important predictor of a fund's potential future return".
Skipper |
