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Update to fluctuating stock algorithm

Previous Post (I'd love to just be able to append another benchmark run to an existing post

I took Scott Sanderson's suggestions and changed the buy sell percentage to 1.15 and .90 %. Performance over the years was much better. There is still a pretty heavy period of downtime (but not as large as the previous one) where the stock is performing much better than the algorithm is willing to buy into. Next up is adding more stocks and spreading the portfolio to minimize the flatness. After that, we can start adding in some code to prevent that early slide where it just loses money while we wait for the stock to go back up.

Clone Algorithm
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Backtest from to with initial capital
Total Returns
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Alpha
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Beta
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Sharpe
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Sortino
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Max Drawdown
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Benchmark Returns
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Volatility
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Returns 1 Month 3 Month 6 Month 12 Month
Alpha 1 Month 3 Month 6 Month 12 Month
Beta 1 Month 3 Month 6 Month 12 Month
Sharpe 1 Month 3 Month 6 Month 12 Month
Sortino 1 Month 3 Month 6 Month 12 Month
Volatility 1 Month 3 Month 6 Month 12 Month
Max Drawdown 1 Month 3 Month 6 Month 12 Month
# Backtest ID: 5037a82e96a343708c001156
This backtest was created using an older version of the backtester. Please re-run this backtest to see results using the latest backtester. Learn more about the recent changes.
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1 response

Nice job @Wassaf! +1 for replying with another share. Mutual funds are permitted to offer 130/30 funds - %130 long and %30 short, maybe you should try those ratios to give this a bit more leverage and see what happens.

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