Sunday, November 17, 2013

thinkscript included: release 1.2.0 of sdi_aispy

this version of my aispy strategy corrects the p&l of the for the effects of commissions. i do this by slipping the purchase prices by the round-trip cost of commissions per share.  here is a picture of this strategy in comparison to the passive strategies of buy 'n hold and dollar-cost-averaging:


aispy rev 1.2.0 ,10 year comparison with buy and hold

as always, the updated version is published on the original blog post which you can find here.

correcting for commissions this strategy is showing underperformance relative to buy 'n hold but a significant overperformance relative to dollar-cost-averaging. to my mind the comparison to dca is more appropriate and realistic. however, my question to you, the reader, is who really engages in buy 'n hold? doesn't that presume you are in possession of your entire life savings at an early age,  go all-in, and never add!?

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