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If I may
instead of trying a period 1992 to present, work on a recent year;
In 1992, was there many qant around?, fast trading? were Central bank covering your asses?
what I mean is you try to compare the performance of a ferrari in 2020 against the speed of a roman charriot in a mud track in 10BC..
totally irrelevant IMHO;
I would dare saying testing anything before 2006 and expecting a relevance in 2021 is a folly;
Anyway:
then try to run and compare with 2011 as per Monsieur Skate; the 2019 crash?
how does your system behave and handle the crash then the recovery ?
what about the yoyo period we have had since nov 2020 to now basically?
We are REALLY lucky to have many types of markets within the last 2 y..use these to your advantage
PS I noticed you have a 42% exposure during some of the longest bull market in history,
if not during that given period, when would your system get in ? A bad sign IMHO
also: std error: 1986636?????
what does the MC show?

<blockquote data-quote="qldfrog" data-source="post: 1114670" data-attributes="member: 17857">If I mayinstead of trying a period 1992 to present, work on a recent year;In 1992, was there many qant around?, fast trading? were Central bank covering your asses?what I mean is you try to compare the performance of a ferrari in 2020 against the speed of a roman charriot in a mud track in 10BC..totally irrelevant IMHO;I would dare saying testing anything before 2006 and expecting a relevance in 2021 is a folly;Anyway:then try to run and compare with 2011 as per Monsieur Skate; the 2019 crash?how does your system behave and&nbsp; handle the crash then the recovery ?what about the yoyo period we have had since nov 2020 to now basically?We are REALLY lucky to have many types of markets within the last 2 y..use these to your advantagePS I noticed you have a 42% exposure during some of the longest bull market in history,if not during that given period, when would your system get in ? A bad sign IMHOalso: std error: 1986636?????what does the MC show?</blockquote>

[QUOTE="qldfrog, post: 1114670, member: 17857"] If I may instead of trying a period 1992 to present, work on a recent year; In 1992, was there many qant around?, fast trading? were Central bank covering your asses? what I mean is you try to compare the performance of a ferrari in 2020 against the speed of a roman charriot in a mud track in 10BC.. totally irrelevant IMHO; I would dare saying testing anything before 2006 and expecting a relevance in 2021 is a folly; Anyway: then try to run and compare with 2011 as per Monsieur Skate; the 2019 crash? how does your system behave and handle the crash then the recovery ? what about the yoyo period we have had since nov 2020 to now basically? We are REALLY lucky to have many types of markets within the last 2 y..use these to your advantage PS I noticed you have a 42% exposure during some of the longest bull market in history, if not during that given period, when would your system get in ? A bad sign IMHO also: std error: 1986636????? what does the MC show? [/QUOTE]

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