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If readers are not used to this way of reporting RRs, I do not blame them. It is probably due to their reading of books containing repetitive material.

SPY @ 179.07: Model xx signal closed the last 1/4. +0.05 on this one. RR: +21/38= +0.55

SPY @178.97: Model xx signal: take profit on 1/4 and leave 1/4. +15. RR (on this 1/4) is +0.99

SPY at 179.12. Signal from Model: add 1/4 size.

SPY 179.12. Model xx. Short signal. !/4 size.

SPY at 179.07. Model sent signal to close it. +0.25. RR: 0.35.

That is why I asked you about a study of RRs, so that I may do a number of things such as compare the model single RRs to the RRs in such studies, and make a number of conclusions.

I derived a formula for the drawdown. With 95% confidence, for the example above, the drawdown would be less than 2030. This estimator should be an upper bound on the actual drawdown, and is therefore biased towards the safe side. What is the 95% confidence interval on the drawdown obtained from...

Do you trade the VIX futures spreads?

SPY at 179.14: Model estimates sellers between 179.19 and 179.45. Suggests to me entry in layers at 179.19, 179.29, 179.39, and 179.45. SPY is at 179.20.

SPY at 178.35. Model issued a profit taking signal. Actual RR was then 1.40.

I understand that the randomness is due to the random character of the set of trades drawn from the population of all possible 10-trade sets. A confidence level is associated with a variable being estimated. What is the estimate being studied in this case? If it is the mean, what is the formula...

I thought you were more intelligent than your posts. Let me give an example that you may know about. If you took a sample and computed its mean, is the mean random variable or a deterministic variable? From the perspective of the sample it may not, but from the perspective of the population...

SPY at 179.62. Model yy estimates sellers at 179.85. Since they may show up earlier, model suggests short at 179.62, and add at 179.85 if it gets there. The information in this thread is for me only. All rights are reserved.

SPY @ 179.17. Since drawdown was 5cents, for this sample observation: RR= 44.21. Are there studies on the distribution of RR of single observations? You may share findings.

Today again ADI up, when market is clearly down. You see, they figured the CEO right: he announced dividend today, yet three days ago he announced the negative news! Read my post about how the market thought he would say the opposite. The CEO did like you: You said down and yet sold puts...

What if there is a rise instead before a down move? The model estimates sellers ~ 100 pips higher.

In the currencies: EUR/JPY @ 139.39. Short signal from model Fxx. This has been one of the most bullish pairs after the GBP/JPY pair, but a lot of chop since Friday.

Could you give links to the white papers, and names of authors who are specialists?