Hybrid HMA strategy and a simpler portfolio

Hybrid HMA Strategy In the last article we saw that the two pure rule based HMA strategies applied to alts and BTC were showing promising results. The next question is: what happens when we combine both strategies? Very good things happens! I developed the following strategy: If HMA Alts and BTC signals are short we … Continue reading Hybrid HMA strategy and a simpler portfolio

Improving the strategy and creating an automated portfolio approach

Last days I did an extensive backtesting of the¬†strategy for altcoins position trading.¬†Here my current thoughts on the strategies and on my general portfolio approach. Improved BMP strategy parameters I changed the following to improve the strategy performance: ACC threshold lowered to 7% TRIG threshold lowered to 70% Change from TRIG to BTC/USD only on … Continue reading Improving the strategy and creating an automated portfolio approach