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Author: Syvash Two stars, 250 posts Old School Fool Add to my Favorite Fools Ignore this person (you won't see their posts anymore) Number: of 251806  
Subject: Re: Question on Robbie Geary's GTR1 backtest Date: 2/22/2013 6:31 PM
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Here is the return & stat for the top 10



Avg Min Max SD
CAGR: 25.395527 21.765739 28.578817 1.661624
TR: 3212.235107 1968.554443 4679.658691 651.736023
GSD(20 25.339422 24.177359 26.372925 0.589920
DD(20) 15.709821 14.711261 16.914816 0.579240
MDD: -57.820965 -63.409294 -50.324261 3.298944
UI(20) 13.491442 11.124134 15.909194 1.242647
Sharpe 1.020918 0.876843 1.126703 0.059899
Beta 0.705510 0.663250 0.749680 0.024255
TI(20) 32.538109 27.450571 35.664974 2.062640
AT: 5.817807 5.676056 5.928230 0.073099

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