Jamies Backtester Quintile InterfaceBacktest Primer with an predefined Return parameter divided by an Price ratiothe screen opens 5 windows, click on RUN within each screen to obtain the Quintile backtest
| Compare your screen with these PRIMER backtest results | |||
| when your results are worse, omit that quintile | |||
| when the results are better poste that quintile on the message board | |||
| PRIMER | |||
| 1989-200 | 1989-200 | 1989-200 | |
| Screen | 12 MONTHS | 6 MONTHS | 3 MONTHS |
| CAGR | 17 | 18 | 20 |
| GSD | 18 | 19 | 20 |
| Sharpe Ratio | 0.7 | 0.76 | 0.81 |
| CAGR+3s | 92 | 100 | 105 |
| CAGR+2s | 62 | 68 | 71 |
| CAGR+1s | 38 | 41 | 43 |
| CAGR-1s | -1 | -1 | 0 |
| CAGR-2s | -16 | -17 | -16 |
| CAGR-3s | -29 | -30 | -30 |
| 1989 | 29 | 33 | 34 |
| 1990 | -6 | -9 | -9 |
| 1991 | 42 | 43 | 43 |
| 1992 | 16 | 18 | 19 |
| 1993 | 19 | 24 | 25 |
| 1994 | 0 | 0 | -1 |
| 1995 | 31 | 33 | 33 |
| 1996 | 26 | 24 | 24 |
| 1997 | 23 | 23 | 27 |
| 1998 | 19 | 21 | 29 |
| 1999 | 18 | 32 | 32 |
| 2000 | 3 | 3 | 4 |
| 2001 | 6 | 3 | 10 |
Created by the notorious Paul Larmuseau Gaverapotheek Stasegemdorp 36 8530 Harelbeke tel 056.21.09.61
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| Naam | Paul Larmuseau | ||||||||||||||||||||||||||||||||||
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| [email protected] | |||||||||||||||||||||||||||||||||||
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