Friday, August 02, 2013

Better and better

Not only has the S&P 500 index recently crossed above 1700 for the first time in history, but I've made even more tweaks to the market bots (now at version 17), with bot A2 now returning a back-tested average of 13.1% per year.  Speaking of the bots, they've been in stocks since their creation two months ago, and the market has indeed risen.  It's not much of a track record, but it's as good a start as can be expected.

The "internal price forces" number is down to 5.9 from 6.0, but that's due to the slight differences between bot versions 15 and 17, not to any changes in the market.

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