Indices · Building an index strategy · lesson 9 of 9 · 7 min read · David Alexander
Deciding whether an index strategy is worth trading
the go or no-go
The decision at the end of testing. It rests on expectancy after costs, the sample the expectancy came from, the regime that sample covered, and whether the drawdown the rule produces is one you can actually sit through. Any of the four can veto it.
This lesson is part of the advanced modules.
Modules 6 to 8 are included with a paid account. The definitional summary above is the whole of this page until then.