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While we are voting for our favorite Indicator, I would like to add mine. When running Sims what I want to know is, if I buy a stock, what is the expected gain for every day it is held.
The Average Gain per Stock per Day or Gain/Stk/Day gives me that answer.
This is calculated from the Statistics; Trading page using the Realized Average Return divided by the Avg Days Held. I would like to not have to calculate it on every Sim.

This is a very good way to normalize Sims that are run over the same time period to compare their performance, especially Sims that have restrictive Buy Rules and are not fully invested at all times. Those Sims will have a reduced annual gain and max drawdown because of the cash being held. Gain/Stock/Day handles this so you can compare that Sim to one that is fully invested.

Denny
Results: Total score: 226, # of Votes: 68, Average: 3.3
a
 
112 (28)
b
 
108 (36)
c
 
4 (2)
d
 
2 (2)
Scores are calculated as (importance) × (# of votes), where importance ranges from 1 to 4.
Requested by: DennyHalwes
On date: 12/05/05
Category: Portfolio

13 comments