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Old 10-23-2020, 10:29 AM   #91
sjk
Registered User
 
Join Date: Feb 2003
Posts: 2,105
I convinced myself to attempt the 7th grade math and think I have it right.

If a is a number between 0 and 1 and you make a combination line of

a*hp+(1-a)*pp where pp is the normalized public line and hp is home-made

b is (1+cushion pct) so betting when a*hp + (1-a)*pp > b *pp is the same as

when hp > (b+a-1)/a * pp.

For example, a half and half line a=1,

.5*( hp+pp)> 1.5* pp when hp>2*pp
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