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no that is wrong.
pls do any backtest of the spx since 1960, the spx was at 50 and now at 900, annulized that is 7% but metastock displays % b/h annual gain at 35%, this is wrong.
thats why i wanted to see if anyone has already build any indicators measuring the real annulized returns for strategies or buy / hold.
thanks
SR <raftsp@xxxxxxxxx> wrote:
The system tester gives the Annual Percent Gain/Loss and Annual Buy and Holdpercent gain/loss.After the test has finished just click on the "Reports.." button and thereyou are.Isn't that what you mean?SpyrosMessage: 7 Date: Sun, 08 Dec 2002 13:56:33 -0000 From: "trend2trader <trend2trader@xxxxxxxxx>" <trend2trader@xxxxxxxxx>Subject: annulized returnshi list,some of my systems are only a few months of the year in the market.my problem now in comparing all those systems with each other iwould need to calculate the annulized returns.i.e.a system trades only 3 months of the year and has an total return of35% over the past 5 yearsthe annulized return of this strategy now is 26%is there a way to build an indicator that does calculate that out ofthe equity curve?thanks in advanceTo unsubscribe from this group, send an email to:Metastockusers-unsubscribe@xxxxxxxxxxxYour use of Yahoo! Groups is subject to the Yahoo! Terms of Service. noDo you Yahoo!?
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