Thanks for the great analysis as always! One small request: could you consider using a different separator instead of “=” when noting technical levels? In the audio version, it reads out as “equal to”
each time, which can be a bit distracting. Appreciate all your work!
Are these stats per your target frequency? If so, how far into the future are your targets for your other markets? For instance, I think you mentioned your target for equities is 5 days out.
Yes. I specifically have it with a time stop like that without any drawdown controls so people can see the outright signal and not confuse drawdown controls with signal generation from the macro drivers.
Thanks for the great analysis as always! One small request: could you consider using a different separator instead of “=” when noting technical levels? In the audio version, it reads out as “equal to”
each time, which can be a bit distracting. Appreciate all your work!
Are these stats per your target frequency? If so, how far into the future are your targets for your other markets? For instance, I think you mentioned your target for equities is 5 days out.
All of the targets for the models published are currently 5 days. I’ve done this to keep them on a similar frequency for publishing
Thank you. So are your stats on a 5 day trade basis?
Yes. I specifically have it with a time stop like that without any drawdown controls so people can see the outright signal and not confuse drawdown controls with signal generation from the macro drivers.
I get it. I was just trying to assess sample independence.
Totally
Lmk if you have any other questions
You are the plug!