This may sound like a whiny type post, but it’s not meant to be. I know that there has been a lot of recent discussion as to whether Sharpe should be done hourly/daily/weekly/monthly/yearly/by the decade/or just once every other blue moon. It really doesn’t matter to me. What I’m wondering is when my recent system (created 4/6) would receive it’s initial Sharpe? Maybe in a few days, when it is a full month old? Or?
Hans. (Again, just curious, as my other half has made me a kinder, gentler, more patient type of person. I’m now trading oats instead of S&P)
Currently, we need at least 60 days of data to calculate the Sharpe.
Matthew
