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Which Version of This Strategy Do You Like Best?

By Dave Mabe

I'm creating a new strategy using the Strategy Cruncher.

One thing I love about the Cruncher is that it will confront you with ways to improve the strategy that would never have dawned on you otherwise.

Most of the time, it's clear which version is best, but sometimes it's not so obvious.

Here's a good example of that:

At first glance, these two versions of the strategy look similar, but there are three things to notice about this suggestion from the Cruncher.

First, the green line has far fewer trades - just a third of the trades in the red line, so it's more efficient.

Second, the consistency of the red line (the "worse" version) is unusual and striking in this case.

Third, the profit factors are fairly similar between these two versions - another rare occurrence.

Which of these versions of the strategy do you like better and why?

-Dave

P.S. Do you wish you had a column library that would tell YOU how to make your strategy profitable? My column library is now included with MabeKit.