EdgeWare FastBreak Pro Version 5 - Manual (Page 37)

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The top half of the screen contains statistics about the top 10 best strategies that
FastBreak Pro has found during the optimization run. The bottom half of the screen
contains the best strategies of the current GA population.
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
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
L
Trailing Loss Stop Adjustment
E EMA Stop Adjustment
Buy Filters
O
ROR Buy Filter
E EMA Buy Filter
P Parabolic Buy Filter
R RSI Buy Filter