EdgeWare FastBreak Pro Version 6.5 - Manual (Page 60)

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We see that all 10 new families (ET0 through ET9) are now available in the Families
selection table. At this point we execute the strategy just like any FastBreak strategy. We
could use the Output tab to write out detail and FNU files for additional information.
One item we want to see is what funds FastBreak Pro used from our original family –
remember that we used the Optimize Family option. We could use FastTrack to examine
the new custom ET3.fam family or we can execute the strategy in FastBreak Pro and look
at the current ranking list:
Notice that FastBreak Pro found two funds used from our original family FSESX, FSAIX
(VMMXX is the money market fund).
The performance of the ET3 trading system in the OS period is very good:
Annual return MDD UPI Beta Alpha
16.2 24.2 2.0 0.63 20.4
If you decide to keep and trade ET0.DFT, you can clean up your folders by deleting the
other files created. Delete the other nine DFT files in the FastBreak folder. You can also
delete the nine unique FastTrack families (ET1.FAM, ET2.FAM etc. ) in the FT/Userdef
folder. Don’t delete the ET0.fam file!
If you want to rename the unique family at a later time, be certain to change your
FastBreak Pro strategy to use the new name. You can do this by renaming the family file
name, launching FastBreak Pro, loading in the DFT strategy file, and finding the new
family name in the Families screen of FastBreak. Finally, save the DFT file with the
existing name or save it using a new file name.
One last point: you may want to rerun this optimization with the BOOM option disabled.
Without BOOM, the results are much lower out-of-sample.
This is not surprising
because all the funds in the trading family are very volatile, especially the Energy Service
fund.