Morpheus

[ikoskela2]

Does anyone have a morpheus.ini that works with the latest version of QuantTrader? I’m getting errors with the one I found. I’m guessing the ini structure has changed with the newer version.

[Mark Vincent]

It’s probably easier to to just rebuild it yourself (Good practice and Learning) since it requires 5 different strategy changes. Then you create the 2 strategy of strategy and finally the Morpheus strategy. If your still having issues let me know and I can try and create the 8 different .ini files for you.

The settings for all of these are in the link below:
https://logical-invest.com/401k-backtesting-morpheus-etf-strategy/

Here is a high level summary:

1. Copy, Rename and modify 5 existing strategies:
– BRS
– GLD-USD
– Nasdaq 100 Hedged
– MYRS
– UIS SPXL-TMF 3x Leveraged

2 Create 2 Strategy of Strategy
– Blue Pill (BRS, GLD-USD)
– Red Pill (Nasdaq, MYRS, UIS SPXL)

3. Create the final Morpheus strategy
– Blue Pill and Red Pill

Cheers,
Mark V.

[ikoskela2]

Thanks, yeah I tried doing so before I posted my question. The challenge is I couldn’t replicate the results that were indicated on the blog post, even if I changed the dates back to the time of the blog post itself. I’m getting nowhere near good results so I must be missing something if everyone else sees good performance from it.

[Mark Vincent]

I cannot replicate the results either. My results are not even close. Maybe someone else has the magic formula.

[StefanM]

Hi ikoslela2

Some time ago, I also built a copy of the Morpheus strategy following Tom Gnade’s posting of his results.

I also could not replicate anything like those results, no matter how many times I attempted it.

I see that in his newer posts, he appears to have dropped his leveraged strategies (aka Morpheus), in favour of Cash Sharpe and Volatility limits.

I have come to realise that minimising drawdown whilst letting the gains accrue is the name of the game.

I suggest experimenting with the latter approaches above to see if your metrics improve.

[Author]

Posts