No. of Recommendations: 0
Nice table!

I'm sure there were zillions of calculations needed for this, so I
certainly won't suggest any variations.

But, I note that you've shown the best sorted by CAGR, out of presumably
a longer list. Personally, my goal is minimum rolling-year downside
deviation with some sane value for MAR (I think you usually use cash rates,
which is fine--I use 10%). Of course, Ulcer Index isn't too far off from
that for a very long backtest period. But, I wonder whether 6.98% was the
best Ulcer achieved, or there were more outcomes further down from different sorts.

Could you perhaps provide a few more statistics on the final runs?
i.e., on every result that ended up "best" based on one of the sort criteria you already tested?

Also, one really quick question:
When you say bear sort on correlation, is that daily correlation to S&P500?

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