When focusing on long-term stability for your strategy, aside from CAGR/Max DD% and Sharpe Ratio, the most critical metric to consider is Profit Factor....
In StrategyQuant X (SQX), the Trailing Activation and Trailing Stop sections are distinct, each with specific settings: Trailing Activation: Controls...
For filtering strategies in In-Sample (IS) and Out-of-Sample (OOS) phases, here’s how you should approach it to ensure long-term stability: Filtering by IS...