Posted By: Tom D   Date: Wed Feb 20, 2008

Title: An Indicator

Message:
  I understand that you are not an investment advisor or recommending a position. You are simply reporting your own project outcomes "for what it's worth".
 
  Fair enough and legal enough, but with model switching several times a year and no cumulative long term record of the "then" current model in effect, one cannot tell whether using your every day signals with changing models is actually very profitable. All we know are the records of various individual model's lives, not the continuous record of all models which were in effect WHEN they were in effect.

Response:
  Our research and development program has led to numerous model improvements over the past year. Rather than continue to use an inferior model, we did upgrade to the improved model once it was verified and validated. The challenge has been to give you some evidence of the new model’s performance by showing recent results, and at the same time, to include results from the previous model. I still don't have a good way of doing that, so suggestions would be appreciated.

  I do expect that version 16 will be the standard for some time as there no models currently under development that are more accurate.