We have a new leader in the designer model competition

It should be noted that @judgetrade has taken the winning position in the designer model competition using default parameters.
https://www.portfolio123.com/app/r2g
It is not easy game to compete with Yuval.
Congrats! :clap:

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Amazing work!

What default parameters? When I click Default in the Multi Sort I see @SZ models

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I think sorting by 5 year return maybe is what he means.

This is my default screen when I click on DMs.
But you maybe right that I personalised this earlier and it may be different for others.

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@pitmaster,

They both do great (Yuval and Andreas).

One thing I like about Yuval and his models is that he has no survivorship bias. I think he may have removed a single model a very long time ago.

Just a positive for Yuval and not a comment on any other models. I generally do not keep track of survivorship bias and just happen to have followed Yuval close enough to be aware of this for his models alone.

I would love to have a t-test and a p-value on the models and do a Bonferroni correction using the number of models the designer has submitted to do the correction with. I think that is a feature requests that P123 would not be interested in which is fine. But I know what the Bonferroni correction would be for Yuval (not so large of a correction which is a good thing).

Comparisons are difficult for me without knowing about any survivorship bias there might be.

Best,

Jim

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I see. Your Multi Sort is ↑DDown1Y and ↑# Holdings but you are specifically sorting by the 5Y return column. So the Multi Sort is not used for the ordering.

We should have a 10y return field as well now that enough time has passed to have the field be useful. Capturing performance across wider time frames can help better capture how models behave across different economic environments.

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