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Perhaps the wrong forum for this but I enjoy the discussions here.
Let's looks at ETFs and inverse ETFs.
SSO and SDS, which are the double leveraged SPY and inverse double
leveraged SPY, respectfully.
I have the SSO set up with a StochRSI 90-10 and SEB with 10 day
period, 1 SD, and 5 smoothing periods. The last 3 sessions (EOD) have
been above the upper band, but yesterday the SRSI>90. Time to go short
right?
I have the SDS set up with a StochRSI 90-10 and SEB with 10 day
period, 1 SD, and 5 smoothing periods. This morning, the price was
below the bottom band and the SRSI<10. So, this morning, I bought the
SDS.
When I did a systems test and optimized, they optimized differently
for the SEB settings. SSO optimized at 10 day, 1 SD, and 5 smoothing,
while the SDS optimized at 35, 1 SD, and 5. I moved them the settings
to be the same, should I have?
I used the same dates and parameters. Double checked and checked again.
Any reason they wouldn't optimize the same in the systems tester?
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