Macro & Micro Method Released!
By Ed Downs (ATM method by Mark Holstius)
I am thrilled to announce that Mark Holstius has graciously released his Macro & Micro method for our ATM users!
Highest Results to Date!
In a prior post, I showed preliminary results of Mark's "Macro & Micro" method, with an average annual return of 70% in historical testing. After some further refinements, he has been able to boost this to 83% with only a modest increase in average max draw down.
Ending equity - a good indication of how well the method has tested over time - reached $656m, about DOUBLE what he achieved in the prior example. I want to mention that Mark did not use any optimization when he created this method - just good instincts on Long/Short Balancing and his knowledge of Ranking Indicators. Great job, Mark.
From the 15-year test shown above...
Using M&M: Avg Ann ROI: 83,7% Avg Max DD: 16.1% Ratio: 5.2
Without ATM: Avg Ann ROI: 39.8% Avg Max DD: 18.7% Ratio: 2.1
The base statistics show that the M&M Method generates more than twice the Average Return:Draw Down ratios compared to running the same Strategies without ATM. Mark has posted about the method the OmniTrader ATM Forum. I suggest everyone read how he used the 2 types of Market States - "Macro" and "Micro" to achieve this result. We both hope that other users will pick up the torch and advance the platform further from this example.
Available for Download Now by ATM owners!
Mark has provided both the profile and ATM files for ATM owners to download.
Click here to download the installation file, which will place the files in their directories.
Profile: "ATM Macro & Micro" (/Profiles)
Method: "ATM Macro & Micro" (/ATM)
We have a long list of enhancements planned for ATM, and I need to make another blog post on them! High on the list is the Index Option Hedge feature. But we are also implementing things like Market State-Specific Symbol Lists, which will enable Methods to (for example) trade inverse ETFs Long in a retirement account, in a Bear Market State. We believe we have just scratched the surface of what is possible with this new ATM technology.
And then, there's OmniVest!