EdgeWare FastBreak Pro Version 6.2 User Manual
Page 45
45
ANN SD
The standard deviation of the Out-of-Sample annual returns for the top ten
systems. The larger the value, the larger the variation in Out-of-Sample
performance.
MAX ANN
The maximum Out-of-Sample return for the top ten systems. The value in
( ) after the value is the position in the top ten systems. In the screen print
above, the best OS performance at the end of generation 8 was 155.47%.
This system is the 7
th
“best” system, based on adjusted IS performance, of
the top ten systems that had been found by the end of generation 8.
MIN ANN
The minimum Out-of-Sample return for the top ten systems. The value in
( ) after the value is the position in the top ten systems.
Saving and Restarting Optimization Runs
You can save all the results of an optimization run. You do not need to wait until all
generations have be completed, but if you want to save the results during a run use the
Pause icon to halt execution first.
To save your results, with the option of restarting at a later date, use the FastBreak Pro
menu and select the Save FB Pro Restart File option:
If at a later time you want to reload the results, use the Load FB Pro Restart File option
and select the desired restart file.
FastBreak Pro will load the data and continue
execution. This is true even if the maximum number of generations was reached during
the original execution. If you want to extend the number of generations, first use the
Pause icon to halt the execution. Next, change the maximum number of generations box
(found on the GA setup screen). Finally, use the Continue button on the Results Screen
to continue the execution.
Note: We recommend you use the default file extensions, i.e., GRF, GPF etc. This will
allow you to easily recognize the different file types. We recommend you always save a
restart file at the end of an optimization run. This can save you hours of run time at a
later date. It also allows you to reload and confirm the parameters you used in a
particular run.
2
nd
Note: If you use the Trendline options and do a restart, FastBreak will need to
recalculate all the trendlines again because they are not saved.