Edgeware FastBreak Pro Version 6.5 Manual de usuario descargar pdf (Pagina 75)

System OS Return FNU OS Post OS FNU Post

Number Annual, % Annual,% Annual, % Annual, %

1 38.5 44.6 17.7 20

2 28.7 37.7 23.3 21.1

3 5.8 33 32.2 32.1

4 41.7 8.7 23.3 24

5 27.4 40.9 21.8 31.2

6 22.8 24.9 24.8 29.7

7 33.8 19.1 19.9 12.4

8 29.2 26 37.3 38.2

9 51.7 34.3 45.8 48.7

10 45.5 50 24.4 26.9

Average 32.5 31.9 27 28.4

S&P 37.2 37.2 14.7 14.7

Family Avg. 32.6 32.6 11.3 11.3

On average, using the FNU equity curve to measure performance shows a slight

improvement in both the OS and Post OS Period. What is important is how individual

trading systems are affected. For example, cases number 3 and 4 show dramatic

differences in the OS period. Although not as dramatic, we see similar results with case 7

in the Post OS period.

We recommend that the FNU files be generated when doing the final decision making on

which system to trade.

Double Period Out-of-Sample Testing (International Funds)

Here are the results from a study that looks at double period out-of-sample testing. It is

similar to the previous study performed with the Select funds.

IS optimization started on 1/4/1993 and ended on 10/1/1996, with an OS period from

10/1/1996 to 4/1/1998. A Post OS period evaluation was made from 4/1/1998 to

9/10/1999. Two funds were held using MAM, an MDD of 15%, and a goal of 9 S/Y.

Here is the FastBreak Pro Out-of-Sample Results Screen:

1 2 ... 70 71 72 73 74 75 76 77 78 79 80 ... 88 89

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Edgeware FastBreak Pro Version 6.5 Manual de usuario Pagina 75