Hi,
Cumulated return In the statistics panel of my Alpha Reversion trading system used to be around 29% and then suddenly changed to 8.8% (only on the systems page).
In "The Grid" and on all other pages the system still shows an annual return of 29%. Is this a bug or how is the cell for cumulated return on the systems page calculated?
Best regards,
Felix Foerster
Hi, Felix:
Based on guidance from the NFA, we no longer show annualized returns for systems with less than 1 year of trade history.