Open in TheBrain

We primarily use 2 separate metric systems that we then look to the best of both of those systems the first system we use two metrics the first we call timar 1 which is similar to your highest return to drawdown ratio and lowest drawdown. The second set of metrics are low drawdowns in combination with time and market adjusted returns. Then we isolate the two separate categories further by looking at the next level of metric filters. Starting from the first group of two metrics, These two metrics have been designed into our back testing engine where we run combinations of the lowest drawdown. Let's say 10% to the highest return to drawdown which let's say is 50% and then we do 20-40 20-30 and so on with a total of about eight metrics and we look for the best sample returns and then see if the out of sample results are comparable. If any of that feels contradictory or unclear, please ask one question at a time to clarify before moving on