Disliked{quote} No probs. If you want to determine what Van Tharpe uses as a basis to assess system performance (System Quality Number SQN) then use the following formula over consecutive n=100 sample sizes for as long as you can go and then average the total result to get a total result. The SQN is a very effective relative measure to assess system robusteness in tandem with performance and then utilise this to optimise position sizing to really ram results home :-) Embedded in the formula is expectancy plus sufficient sample size plus volatility of returns....Ignored
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