| MAY 1997
Walk Forward With the Xau Bond Fund System by Dennis Meyers, Ph.D.
Walk Forward With the Xau Bond Fund System by Dennis Meyers, Ph.D. The system developer has various optimization techniques to choose from. Here, Contributing Editor Dennis Meyers updates his previous work using the walk-forward optimization method. Previously, I examined the relationship between the Philadelphia Stock Exchange (PHLX) daily gold and silver stock index (XAU) and the Fidelity Long-Term Government Bond Fund (FGOVX). In that article, I used a walk-forward optimization technique to determine the system parameters. The data window for the research began on December 19, 1983, and ended December 31, 1995. This article will update the system parameters with a data window ended December 31, 1996.
by Dennis Meyers, Ph.D.
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