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Hello omega-list,
What is a good Sharpe Ratio number? I know my equity curves start
to approach acceptability when the Sharpe Ratio starts to go above 2.5. Is it
reasonable to assume that a > 4.5 Sharpe ratio can be obtained from an 30
minute bar breakout system? At what level are some of the successful
systems operating at?
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Best regards,
Ernie mailto:ebonugli@xxxxxxxx
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