OCS Enhancement Emails

Public Discussion about the StrataSearch platform
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progster
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OCS Enhancement Emails

Postby progster » Wed Jun 10, 2009 2:40 pm

StrataSearch can email you as a One-Click-Search finds enhancements.

Here is a series of such emails to show what they look like:

The Multi-System 'OC: High Sharpe and Z Ratio 1081120-1090601 All Sectors' has been enhanced with a new strategy:


Average Annual Return: 31.988216
Consecutive Losses: 4
Days Held: 3
Maximum Drawdown: 4.150225
Number of Trades: 39
Percent Active Years: 100
Percent Profitable: 61.538462
Percent Winning Years: 100
Score: 49.254731
Sharpe Ratio: 0.678741
Standard Deviation Per Month: 2.956531
Standard Deviation Per Year: 3.576657


The Multi-System 'OC: High Sharpe and Z Ratio 1081120-1090601 All Sectors' has been enhanced with a new strategy:


Average Annual Return: 29.468359
Consecutive Losses: 2
Days Held: 3
Maximum Drawdown: 2.083806
Number of Trades: 28
Percent Active Years: 100
Percent Profitable: 67.857143
Percent Winning Years: 100
Score: 51.315681
Sharpe Ratio: 1.569392
Standard Deviation Per Month: 1.279534
Standard Deviation Per Year: 6.599295


The Multi-System 'OC: High Sharpe and Z Ratio 1081120-1090601 All Sectors' has been enhanced with a new strategy:


Average Annual Return: 31.428658
Consecutive Losses: 2
Days Held: 3
Maximum Drawdown: 1.410296
Number of Trades: 27
Percent Active Years: 100
Percent Profitable: 70.37037
Percent Winning Years: 100
Score: 51.719114
Sharpe Ratio: 1.460371
Standard Deviation Per Month: 1.411339
Standard Deviation Per Year: 7.114331


The Multi-System 'OC: High Sharpe and Z Ratio 1081120-1090601 All Sectors' has been enhanced with a new strategy:


Average Annual Return: 56.68227
Consecutive Losses: 3
Days Held: 10
Maximum Drawdown: 1.424438
Number of Trades: 31
Percent Active Years: 100
Percent Profitable: 80.645161
Percent Winning Years: 100
Score: 54.428411
Sharpe Ratio: 0.719312
Standard Deviation Per Month: 2.753853
Standard Deviation Per Year: 6.668628


The Multi-System 'OC: High Sharpe and Z Ratio 1081120-1090601 All Sectors' has been enhanced with a new strategy:


Average Annual Return: 58.331065
Consecutive Losses: 2
Days Held: 10
Maximum Drawdown: 0.618032
Number of Trades: 31
Percent Active Years: 100
Percent Profitable: 74.193548
Percent Winning Years: 100
Score: 54.902984
Sharpe Ratio: 0.630146
Standard Deviation Per Month: 3.565035
Standard Deviation Per Year: 5.158186


The Multi-System 'OC: High Sharpe and Z Ratio 1081120-1090601 All Sectors' has been enhanced with a new strategy:


Average Annual Return: 73.088932
Consecutive Losses: 3
Days Held: 9
Maximum Drawdown: 3.140485
Number of Trades: 25
Percent Active Years: 100
Percent Profitable: 80
Percent Winning Years: 100
Score: 58.033956
Sharpe Ratio: 1.022163
Standard Deviation Per Month: 3.812242
Standard Deviation Per Year: 1.668265


The Multi-System 'OC: High Sharpe and Z Ratio 1081120-1090601 All Sectors' has been enhanced with a new strategy:


Average Annual Return: 97.999897
Consecutive Losses: 1
Days Held: 10
Maximum Drawdown: 1.094837
Number of Trades: 25
Percent Active Years: 100
Percent Profitable: 92
Percent Winning Years: 100
Score: 63.582227
Sharpe Ratio: 1.064775
Standard Deviation Per Month: 4.28096
Standard Deviation Per Year: 3.250731


This particular set of results took place over about 40 minutes of searching, searching for what's worked since the November bottom. You can see that even after only 40m, the resultant "best system" is not-too-shabby.

OCS_RampUp.png
OCS RampUp Emails

Improvements become less frequent as the bar is raised ...

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