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Dear Herman,
The best system I have developed is the one for the Dutch stock index (AEX).
I used period 1990-1998 for optimalisation.
Period 1990-now:
Maximum profit: 5972 points (=100%)
My best trading system: 2118 points (35%)
The rest of my trading systems score 5 to 15%.
I don't know if this number gives a good idea about the quality of a trading
system. I think you need more numbers like maximum drawdown, MAE, most
consecutive losses and so on.
Onno
At 12:31 PM 1/10/00 -0500, you wrote:
>Hi,
>
>How would you rate the performance of a custom developed trading system?
>What performance ratio would be considered an accomplishment as compared to
>the MS MaxProfit system?
>
>Happy trading!
>Herman
>
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