EYEGUY![]() Icon ![]() ![]() ![]() Posts: 1543 Joined: 12/12/2003 Location: BALDWINSVILLE, NEW YORK ![]() | Mark: Thanks, Chart B sure looks nice! And the statistics are nice too. For example the Max Drawdown % wonderfully went from a very undesirable 24.9% to a very tolerable 6.4%. Avg Ann ROI dropped some to 11.1% from 16.1% while the Calmar rose to 1.73 from 0.65. And the number of trades necessary to achieve these results was a mere 10% of the Chart A number reducing commission costs and trading time and effort. Even more importantly the Average Invested % went from 36.9% down to a mere 6.2%. So, thanks for showing your Portfolio Simulation statistics - I wish Ed had done that with his Connors - MVX-15 EXP setup. Also I would appreciate it if you could clarify what you mean exactly by "at the time of the trade - on a walk-forward basis". Doesn't every strategy do this even when it isn't looking at it's past performance? Thanks, Tom Helget |