New Models Built - Paper Trading Starts Tuesday.

Based on the tests run over the past 3 weeks these new models should trade a bit more actively than the models built earlier in the year.

Here are the results using a start date of 2013-01-01

Symbol	Backtest $	Buy&Hold	Previous Call	Date	Current Call	Date
bib	41,595.63	30,541.38	SELL	2014-05-06**	BUY	2014-05-08**
erx	17,557.99	25,108.92	BUY	2014-06-26**	SELL	Today
fas	17,769.73	23,387.34	SELL	2014-05-15**	BUY	2014-05-19**
midu	14,679.79	24,197.09	SELL	2014-05-06**	BUY	2014-05-08**
spxl	21,619.78	24,564.77	SELL	2014-04-28**	BUY	2014-04-30**
tecl	22,020.07	21,418.19	SELL	2014-04-25**	BUY	2014-04-29**
tna	24,235.51	23,740.55	SELL	2014-05-06**	BUY	2014-05-08**
ugaz	13,693.12	11,548.47	SELL	2014-06-24**	BUY	2014-06-26**
ugld	13,026.25	3,751.80	SELL	2014-04-07**	BUY	2014-05-27**
urty	25,515.98	23,922.07	SELL	2014-05-06**	BUY	2014-05-08**

** - before model build date of 2014-06-30

Change to Model Builder

1)   Optimized cross-over point for a buy call, prior to this builder change, used to check that the previous day's number was less than the value and current day's number was above.  It did the opposite for a sell call.  The new builder only checks for current day above (buy) or below (sell) the optimized value.

2)  This is an odd-one - the buulder would average out the days, sell optimal and buy optimal values for any combination that created a return greater than the buy and hold value.  The new method selects the specific day count and sell/buy optimal values for the combination that creates the best return over all iterations.

Reset

I have discovered a flaw in my design or a bug in the models' software.  As such it will be necessary to rebuild the models.   I  will restart this whole process on the first trading day of July.