EdgeWare FastBreak Pro Version 6.5 - Manual (Page 44)

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The list order for both lists are based on “Adjusted” performance (Adj %). This
performance will be based on the option for optimization that the user has selected, i.e.,
annual return, UPI, or MDD. The actual performance is adjusted according to how well a
strategy meets the user criteria, i.e., MDD, UPI, Switches per Year, maximum beta, and
robustness.
The actual performance for each strategy is shown in other columns:
compounded annual performance, UPI, MDD, and Switches per year.
The columns after switches per year are:
Gen# Generation where strategy was found
Ranking type
Beta
Maximum beta of strategy
Corr Maximum Correlation of strategy
Alpha Alpha (not NCalpha) of strategy over entire IS time period
Options activated
C
Maximum correlation used between funds purchased
A Adjustment factors
H Harnsberger option
P POP option
B BOOM option
BAT/RAT
B
BAT option
E RAT except BAT
W RAT with BAT
Stops
L
Trailing loss Stop
P Parabolic Stop
K Kase Dev Stop
D Dynamic Stop
E EMA Stop
S ROR Sell Stop
B BOSS Stop
R RSI Stop
X EMA Crossover Stop
T Trendline Stop
L Trailing Loss Stop Adjustment
E EMA Stop Adjustment
Buy Filters
O
ROR Buy Filter