A full run of scenario 2, gainers and losers over each of
the last 6 quarters. The details for
2019-Q1 can be found at the work spreadsheet http://bit.ly/2yvZFwR. The
following 2 charts summarizes the results.
|
Period
|
Ending Balance
|
Starting Balance
|
Gain/Loss
|
Num Trades
|
Fees
|
Period Slope
|
Period Trend
|
|
2018-Q1
|
$4,135.41
|
$10,000.00
|
-$5,864.59
|
186
|
$36.99
|
-44.20
|
0.68
|
|
2018-Q2
|
$8,770.45
|
$10,000.00
|
-$1,229.55
|
186
|
$43.68
|
-14.13
|
-0.74
|
|
2018-Q3
|
$7,850.38
|
$10,000.00
|
-$2,149.62
|
190
|
$35.68
|
-4.71
|
-0.10
|
|
2018-Q4
|
$5,274.51
|
$10,000.00
|
-$4,725.49
|
186
|
$30.64
|
-27.35
|
-0.05
|
|
2019-Q1
|
$11,176.86
|
$10,000.00
|
$1,176.86
|
186
|
$41.55
|
2.48
|
0.12
|
|
2019-Q2
|
$20,181.90
|
$10,000.00
|
$10,181.90
|
188
|
$70.18
|
43.90
|
0.33
|
|
Comparisons
|
2018-Q1
|
2018-Q2
|
2018-Q3
|
2018-Q4
|
2019-Q1
|
2019-Q2
|
|
1-BuyAndHold
|
-$5,821.16
|
-$1,196.79
|
-$1,932.82
|
-$4,726.04
|
$1,597.15
|
$10,509.78
|
|
2-GainerLoser
|
-$5,864.59
|
-$1,229.55
|
-$2,149.62
|
-$4,725.49
|
$1,176.86
|
$10,181.90
|
|
Period Slope
|
-44.20
|
-14.13
|
-4.71
|
-27.35
|
2.48
|
43.90
|
|
Period Trend
|
0.68
|
-0.74
|
-0.10
|
-0.05
|
0.12
|
0.33
|
The buy and hold outperformed our newest scenario in every
quarter. It covered all types of markets. The gainers and losers came closer in
periods where coins declined in value but fell further behind in increasing
prices. We’re not going to give up.
There are 2 arbitrary variables in these simulations, the
number of coins included and the computation of the amount to be included in
the traders. We’ll investigate these next. Follow me at @billlanke on Twitter
to know when these are posted.
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