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hiker

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hiker

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Re: WinLoseOrDraw post# 13450

Saturday, 12/03/2005 12:51:30 PM

Saturday, December 03, 2005 12:51:30 PM

Post# of 79025
It failed to outperform buy&hold?

Well, return isn't everything - look at the max drawdown: %50 for b&h (ouch!) vs %10 for the system.

Having said that a 7% return with a 10% max drawdown is not that hot. One can do a lot better (especially if all you do is backtest ;) ).
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