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This is a very interesting topic and one that I'm sure has the potential to generate another flurry of posts. "Returns from trading started to become the scorecard". Yes, returns is an important measure, but for me it is a secondary important measure and doesn't top my scorecard measure. For me personally my priority is to chase a nice tight standard deviation in returns. Why, it delivers a better level of predictability and lessens surprises. Yes, a tight standard deviation generally comes at the cost of a higher return, but I also don't like the wild ride that comes with surprises.


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