I’ve been looking at systems that are older than three years with < 30% drawdown. extreme-os is the specific one I am looking at.
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Early successes will lead to outsized gains in future years, so I don’t think the Hypothetical Chart is that useful. What’s the best way to account for this? Ideally, we’re looking for a system that continues to outpace the S&P.
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Are the system and parameters running in 2005 the same as in 2023? Probably not. I wish there was a way to account for this to better compare year-over-year performance.
