EdgeWare FastBreak Pro Version 6.5 User Manual
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System
OS Return
FNU OS
Post OS
FNU Post
Number
Annual, % Annual,% Annual, % Annual, %
1
38.5
44.6
17.7
20
2
28.7
37.7
23.3
21.1
3
5.8
33
32.2
32.1
4
41.7
8.7
23.3
24
5
27.4
40.9
21.8
31.2
6
22.8
24.9
24.8
29.7
7
33.8
19.1
19.9
12.4
8
29.2
26
37.3
38.2
9
51.7
34.3
45.8
48.7
10
45.5
50
24.4
26.9
Average
32.5
31.9
27
28.4
S&P
37.2
37.2
14.7
14.7
Family Avg.
32.6
32.6
11.3
11.3
On average, using the FNU equity curve to measure performance shows a slight
improvement in both the OS and Post OS Period. What is important is how individual
trading systems are affected.
For example, cases number 3 and 4 show dramatic
differences in the OS period. Although not as dramatic, we see similar results with case 7
in the Post OS period.
We recommend that the FNU files be generated when doing the final decision making on
which system to trade.
Double Period Out-of-Sample Testing (International Funds)
Here are the results from a study that looks at double period out-of-sample testing. It is
similar to the previous study performed with the Select funds.
IS optimization started on 1/4/1993 and ended on 10/1/1996, with an OS period from
10/1/1996 to 4/1/1998.
A Post OS period evaluation was made from 4/1/1998 to
9/10/1999. Two funds were held using MAM, an MDD of 15%, and a goal of 9 S/Y.
Here is the FastBreak Pro Out-of-Sample Results Screen: