Well, we have just passed through the longest period of inactivity from the models since the start of our real-time experiment. And I have to say, that’s not a bad call considering the markets have drifted lower in a relatively quiet market for that period.
We have implemented our partial position model adaptation into the model population … as detailed here this doesn’t mean the live model will incorporate that trading style into it’s training, it simply means that enough candidate models have that “gene” in their DNA to make it a possibility that the live model will adopt that characteristic.
As requested by a number of people we are now following the same approach to bring short selling into the mix for the models.
I’m currently in the process of performing a full trade by trade breakdown and performance comparison. I hope to publish that this week (time perimitting)…and hopefully we’ll actually get some more trades to execute 🙂
Total performance to date: +129.02%
— Wintermute —