EdgeWare FastBreak Standard Version 6.5 User Manual
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You can use one or two existing systems. Just check the box next to the System Name
text box to tell FastBreak Pro which system(s) to use.
The Summary tab will show the combined performance for the three systems in the
weights specified. The Switches per Year is a special case. FastBreak Pro has no knowl-
edge of the number of switches per year for existing systems (ETF14 and ETF 17 in our
example) so the Summary tab will only show the switches for the DFT system you are
executing. The system FNU file will reflect the combined systems.
FastBreak assumes
daily balancing between the systems and the new system for the purpose of determining
equity curve statistics. Using our example above, FastBreak Pro assumes each day that
ETF14 makes up 50% of the total portfolio, ETF17 is 30% and the new system being op-
timized makes up the final 20%.