Consecutive Win/Loss

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: [...]

> In phase 1, which says to create 4-6 portfolios, in this part, what > should I filter and rank them by? > 1. **Profit Factor** > 2. [...]

> Do you know all the filters / ranking (like profit factor, cagr/dd%, > return/dd, ..) to mean profitable or good trend within SQX? Yes, in [...]