Moving on to the 1st alternate scenario has
proven a bit more complex than I anticipated. I elected to structure the code
so that future scenarios can be tested more quickly. Meanwhile I used the buy
and hold scenario to test the code. Instead of running 2 sets of 3 coins each,
I ran all 5 together. Following is a summary chart.
|
Period
|
Ending Balance
|
Starting Balance
|
Gain/Loss
|
Num Trades
|
Fees
|
Period Slope
|
Period Trend
|
|
2018-Q1
|
$4,178.84
|
$10,000.00
|
-$5,821.16
|
10
|
$21.28
|
-44.20
|
0.68
|
|
2018-Q2
|
$8,803.21
|
$10,000.00
|
-$1,196.79
|
10
|
$28.22
|
-14.13
|
-0.74
|
|
2018-Q3
|
$8,067.18
|
$10,000.00
|
-$1,932.82
|
10
|
$27.12
|
-4.71
|
-0.10
|
|
2018-Q4
|
$5,273.96
|
$10,000.00
|
-$4,726.04
|
10
|
$22.92
|
-27.35
|
-0.05
|
|
2019-Q1
|
$11,597.15
|
$10,000.00
|
$1,597.15
|
10
|
$32.42
|
2.48
|
0.12
|
|
2019-Q2
|
$20,509.78
|
$10,000.00
|
$10,509.78
|
10
|
$45.81
|
43.90
|
0.33
|
A few observations are appropriate. First the total net is
different from adding the 2 nets in the previous post because BTC was included
in both 3 coin runs and therefore influenced the results twice. I also added
trading fees to the simulations. They had minor impact on buy and hold but may
be significant in scenarios with more active trading. I’ve also added “Period
Trend” to the chart. It has no meaning here but might be useful in the future.
A by-product of the revised code is a work
spreadsheet that includes details of trades and balances. You can access this
file at http://bit.ly/2GDNlPv. It can be downloaded by clicking on the 3 dots
in the upper right-hand corner. This work spreadsheet will be used to analyze
the results for future scenarios. If you access it and have questions you can
add it as a comment or Email me at bill.lanke@gmail.com.
I still intend to look at a 1st
alternate trading strategy that involves making trades daily. I’ll tweet on
Twitter @billlanke when I post.
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