Tag: long-term

Home For filtering strategies in In-Sample (IS) and Out-of-Sample (OOS) phases, here’s how you should approach it to ensure long-term

Home Do you know all the filters / ranking (like profit factor, cagr/dd%, return/dd, ..) to mean

Home When focusing on long-term stability for your strategy, aside from CAGR/Max DD% and Sharpe Ratio, the most critical metric

Home what’s the most priority betwee CAGR/Max DD% and Sharp ratio ? When prioritizing between CAGR/Max DD% and Sharpe Ratio,