Tag Archives: DLPAL
How do you test the robustness of a process that automatically develops trading strategies? There a few methods for achieving that but their effectiveness depends on the market conditions included in the data sample used for validation of the results.
We compare the results of trading strategy development using standard in-sample/out-of-sample method to a walk forward method that involves rebalancing the strategy at the end of each year. We find a significant advantage in using the walk forward method as … Continue reading
There are three versions of DLPAL software: DLPAL S, DLPAL DQ and DLPAL LS. Below is a brief account of what you can do with the three different versions of DLPAL
DLPAL trading Strategy for XIV volatility ETF has robust out-of-sample performance with 48% CAGR and relatively low drawdown.
DLPAL Trading Strategy for bitcoin with 5% profit target and stop loss has 69% win rate and 100% out-of-sample return.
After the close of Monday, May 15, 2017, DLPAL signaled deterioration of positive bias in Dow 30 and higher probability of a correction. The confirmation of the signal yesterday adds to empirical evidence about the short-term predictive power of the … Continue reading