Stock analysis software progress III

Well the pattern I mentioned last post isn’t quite what I thought it was, but there does appear to be something there as illustrated by this snapshot of a table:

The numbers across the top and the left hand side are the parameter values days per period and periods of use and the numbers in the table are the number of days of use (i.e. days per period * periods of use). The three outlined areas are parameter ranges from runs. The lower left hand area is from the run that just completed, the middle is from the previous run, and the upper right is for the parameter range running right now. The two curves of bolded numbers are the pattern. The green numbers indicate the # of usage periods that produced the highest average CAGR for all of the results using those two parameter values (there are two other parameters, so there are thousands of results averaged together in the summary view).

As you can see my last run did not have the parameter ranges set broadly enough to catch both curves in the pattern, but the third one will. When I looked at it the first time I only noticed the lower curve, as I wasn’t looking solely at highest average CAGR, but at the aggregate of other factors such as least maximum loss, highest maximum gain, percent winning results, etc. If the pattern holds there I’ll go back and rerun the last run with broader usage periods to verify.

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1 Response to Stock analysis software progress III

  1. Pingback: Stock analysis software progress IV « Josh Heitzman’s Impersonal Blog

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