I checked the paper. Now I see what you were doing.
BTW, shouldn’t change in debt and external financing also be scaled by assets?
Yes, they certainly should. Thanks!
Re-ran the ranking system ( https://www.portfolio123.com/app/ranking-system/228648 ) and public sim ( https://www.portfolio123.com/port_summary.jsp?portid=1198636 ) to reflect scaling.
–Tom C
If TDCARLSON is ok with this, it would be nice to have this one added to the public p123 Screens or to the Live portfolios with backtest
Hi Tom, and thanks for publishing that.
What are the custom formulas “$SNOA” and “$SNOAPrev” that are used in the ranking system?
Thanks, Zvi
found them, thanks!
For anybody else who was looking, they are here:
[url=https://www.portfolio123.com/mvnforum/viewthread_thread,7700#39269]https://www.portfolio123.com/mvnforum/viewthread_thread,7700#39269[/url]
Here’s another public sim, with a very simple market timing momentum hedge. Simulated CAGR a bit higher, with DD cut in half.
https://www.portfolio123.com/port_summary.jsp?portid=1201704
–Tom C
Just wanted to say thank you Tom for letting us have access to your work there. I’m very new to this system and sometimes it’s better to be shown the way, so this helps tremendously.
What made you decide to split between three different ranking systems?
delete
Thank you for sharing this and Marc for the critique also.