Dislikedhi guys...different times same places jo, C.. got 20y data..backtested ... 2 strategies in the portfolio at this point. CAGR:6,6% WIN RATE: 25% RR: 1:4,5 on average MAX DD1: 12.5% MAX DD2: 7,5% MAX DD3: lower MAR1: 0,528 PF: around 1,5. Open ended trailing. How this would look in your eyes? Average hedge fund statistics which employes 100 of researches eh? Secondly, would need a few words on filtering out the junk trades. While I am very aggressive on the entry part - ill try to divide them entries out and further try to balance...Ignored
WBS Where are Buyers and Sellers