[amibroker] realistic performance targets in the design of Mechanical trading systems.

["Herman van den Bergen" <psytek@xxxxxxxx>]

It was pointed out to me that the results of this poll could not be accessed
without participation (I should have provided an additional option for
that), for those unable to read the results here they are. 46 replies thus
far.

herman

This poll will not collect or reveal your identity. It aims to give us an
idea of what are realistic performance targets in the design of Mechanical
trading systems. Please include only your best Mechanical System (about 80%
Mech/20%Discr) system that has actually been traded for at least 20 trades.
This topic has been posted on many times before but questions are for
privacy reasons seldom answered, perhaps this anonymous poll will gives us a
glimpse of what is possible. I know this topic can be debated (argued!) in
many ways, but before complaining on my choice of questions, let us see what
we can learn :-) Please indicate your RAR (Risk Adjusted Return % - Annual
return % divided by Exposure %) and your Maximum System % Drawdown (The
largest peak to valley percentage decline experienced in portfolio equity).
Thanks you for you participation! herman

      Responses
      Choices  Votes  %  1 reply
      RAR greater than 200%  3  6.52%
      RAR between 100-200%  4  8.70%
      RAR between 50-100%  8  17.39%
      RAR less than 50%  7  15.22%
      DrawDown less than 4%  2  4.35%
      DrawDown less than 8%  4  8.70%
      DrawDown less than 12%  8  17.39%
      DrawDown less than 16%  3  6.52%
      DrawDown less than 20%  3  6.52%
      DrawDown greater than 20%  4  8.70%


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