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Fred, or anyone else
who may know:
<SPAN
class=204123622-16072003>
I have been
optimizing my systems for maximum MAR. This is easy enough to do when the
optimizer output is exported to excel since all the data needed for the
calculation is readily available. Actually, before somebody gets upset, I know
it is not MAR exactly, but total system return divided by max system drawdown is
similar to MAR conceptually.
<SPAN
class=204123622-16072003>
Lately, I am
thinking UPI is a better system parameter to optimize, since it involves
all drawdowns, not just the worst-ever drawdown.
<SPAN
class=204123622-16072003>
Have you found any
way to optimize a system for maximum UPI?
<SPAN
class=204123622-16072003>
<SPAN
class=204123622-16072003>thanks
<SPAN
class=204123622-16072003>-steve
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