Enhance Summary & situational reports in Backtester to include performance by year and performance / winning long, short campaigns by year
This will provide a much better indication of a strategies performance in different market conditions (I.e. 2003,5,6,7,9,10 Vs 2002,8 Vs 2004, 11 )
It would also make it easier to find a strategy that performed well in a year similar to the one you ‘think’ we might have next year.
1
vote
Richard Holden
shared this idea