"Tom, I finished the work on the OOS testing for the Alligator strategy using the nemo toolset. Overall it looks indeed very robust! Honestly this has been the best test I have ever seen. The robustness is 101, a good strategy has 50+ and the best I have ever seen was 78." - Rob
OOS refers to Out of Sample testing, which is the gold standard for strategy evaluation.
This is easily the best strategy I've ever worked on and I'm very excited about it's prospects. Some of us have been trading it for the past few weeks and have not been disappointed, to say the least.
I''ll have more information up soon.
No comments:
Post a Comment