I'd like to humbly apologize to all the readers of this thread, I fear in my enthusiasm for learning I've been taking this thread off ES's original focus, which is his carry systems, not my own simplistic models. My skills in modeling things in Excel are far greater than my social graces, and it was very rude of me to hijack this great thread about ES's Cash & Carry.
I went back and looked at all my posts, and only 2 were really contributing helpful comments about the Cash & Carry system and asking pertitent questions that everyone could benefit from. After I started understanding ES's system, I got carried away and laser-focused on a model I was developing that was night and day from Cash & Carry.
My apologies to everyone for pretty much all of my previous posts and especially to you ES for taking up so much of your limited free time asking dumb questions that didn't pertain to what you were trying to do here.
To try to make it up all that time you spent improving my system, I'm working on a historical performance chart of the Cash & Carry system so we can see historical drawdowns and overall performance of the basket as a single instrument. It'll probably take a few days, but I hope it makes up for my utter lack of manners.
I went back and looked at all my posts, and only 2 were really contributing helpful comments about the Cash & Carry system and asking pertitent questions that everyone could benefit from. After I started understanding ES's system, I got carried away and laser-focused on a model I was developing that was night and day from Cash & Carry.
My apologies to everyone for pretty much all of my previous posts and especially to you ES for taking up so much of your limited free time asking dumb questions that didn't pertain to what you were trying to do here.
To try to make it up all that time you spent improving my system, I'm working on a historical performance chart of the Cash & Carry system so we can see historical drawdowns and overall performance of the basket as a single instrument. It'll probably take a few days, but I hope it makes up for my utter lack of manners.