Edgeware FastBreak Pro Version 6.2 Manuel d'utilisateur télécharger pdf (Page 75)

happened when we tried to build a system with a 10% MDD. We have put an option in

FastBreak Pro that applies a penalty to systems that activate several stops. FastBreak Pro

will now “avoid” trading systems that activate too many stops. The above example using

a 10% MDD goal was rerun with this penalty activated. The IS, OS and OS MDD results

are shown using an X in the above chart. We see that all three measures of performance

were improved using this option.

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Edgeware FastBreak Pro Version 6.2 Manuel d'utilisateur Page 75