What factor value should a good system have

C2
1

Nian:



It is really simple:



1) longevity (more than a year)



2) ratio of annual return versus drawdown



3) any other quirky mitigating factors that would prevent said results to actually be achieved.



Results, results, results.



[LINKSYSTEM_31190907]



Regards,



Gilbert

2

Nian:



It is really simple:



1) longevity (more than a year)



2) ratio of annual return versus drawdown



3) any other quirky mitigating factors that would prevent said results to actually be achieved.



Results, results, results.



[LINKSYSTEM_31190907]



Regards,



Gilbert

3

Don’t forget to include real-life trading costs including commissions, margins and membership fees in the equation. Post-fee annualized returns are the key metric.