Thursday, August 6, 2015

8/6/2015 Note on Metrics


Just a quick note on the corrected metrics.

I’ve reported two backtest & live trade combined metrics on 1/10 (comparing with SPY) and on 7/12 (comparing with the S&P).  Those are unchanged.  The long term graphs are unchanged as well.

The problem was that the automated metrics I had been using each week were using the wrong feed from my spreadsheets – drawing on hypothetical positions instead of the actual trades.  The correction I made on 8/4 brings all the metrics into agreement.

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