QUESTION:

Randy,

I am very excited about your Triad approach for beating a 60/40 strategy for parking otherwise uninvested capital.  Thank you for presenting this to the AAII CIMI group earlier this month.

I am interested in implementing this using Amibroker.  I don't suppose that anyone has attempted this yet in Amibroker, but if you know of someone doing this, I'd appreciate it if you could put me in contact with them.  In the meantime, I'm trying to implement it myself.  Do you have a description or presentation deck, beyond the one you presented to us in your DMS Srategies 2021 April presentation?

You have been doing some great work and I really appreciate you sharing these approaches.

Thanks for any help you can give.

-Bruce A.

ANSWER:

Hi Bruce,

Sorry to say, but I’m keeping the details of the Triad proprietary for now. Of course everybody knows what the components of it are and how it works, but the lookback is something that I came up with as an original way of doing lookback for strategies. I was trying to do something that captured most of the upside, not too much whipsaw, but also not so slow that it stuck around too long if things get bad. It is not a weighted lookback like my other strategies use, it is not an X month lookback as GEM does, nor is it being above an SMA or EMA trend, it’s nothing that I’ve ever seen used before but it came to me as something that may work, and I think it works really well.


-Randy