Understanding the Sharpe Ratio: What Does a High Value Really Mean?

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Understanding the Sharpe Ratio: What Does a High Value Really Mean?
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Key Insights from the Discussion:

  1. A Sharpe ratio over 2 signals excellent risk-adjusted returns, low volatility, and consistent performance.
  2. Validation across IS, OOS, and live trading is critical to ensure robustness.
  3. Beware of overfitting and ensure strategies maintain high Sharpe ratios in diverse market conditions.
See also  Building a Balanced Trading Strategy
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