I worked some day to tipster selection and record analysis.
I put together the last year record (start on 15/01/01) of all selected tipster and I calculate the profit and the drawdown.
That is result :
PIKCS : 6463
PROFIT : 3082,69 UNITS
DRAWDOWN MAX : -149,9 UNITS
To simulate the delay or odds variation, I reduce the odds in this way :
- Odd<2 --> -0,10
- 2<odd<3 --> -0,15
- 3<odd<4 --> -0,20
- 4<odd<5 --> -0,30
- Odd>5 --> -0,50
That is because more high is odd and more changes are possible
That is result :
PROFIT : 1200,55 UNITS
DRAWDOWN MAX : -211,63 UNITS
Using an algorithm * for the equity control that filter the activity and reduce the drawdown
*personal algorithm that connect the activity and moving average
That is result :
For the original odds:
PROFIT : 3500,75 UNITS
DRAWDOWN MAX : -50,67 UNITS
For the reduced odds:
PROFIT : 1928,23 UNITS
DRAWDOWN MAX : -54,64 UNITS
Chart here :
http://i66.tinypic.com/k9v2pz.pngThe record, chart and analisys are avaible on this link :
http://dropcanvas.com/f7o1e (spreadsheet)