Bye, bye Realism Factor

We have received guidance from the National Futures Association (NFA) that a statistic we previously made available, called the “Realism Factor,” should be removed from this Web site, since it implies that the results contained on this site are not hypothetical performance results.

We have replaced the statistic with a new statistic called the “AutoTrade Factor” – which was previously an internally-used component of the Realism Factor.

The AutoTrade Factor is based on the percentage of a system’s trades that are AutoTraded in a non-simulation brokerage account. The calculation uses a 90-day lookback period, and is weighted by P/L, so that the trades with the largest profit or loss impact are given more weight when determining AutoTrade Factor.

- Matthew

My Autotrade Factor is 3383%!!!

Oh, my. Let me see what is going on there. Thanks for the heads-up.

Problem solved I see - divide by 100!