Recent content by jleatherman

  1. J

    System Performance Metrics

    I really appreciate the responses here and a special thanks to horribilicus for an especially quick and informative reply! Thanks again everyone, I've got some studying to do here. Jim
  2. J

    System Performance Metrics

    I have created several trading systems and would now like to assess which systems did best. I thought before reading an article on CAGR, that that is how I should measure system performance, e.g., take the accumulated CAGR's of every issue traded within a system divided by the number of issues...
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