EdgeWare FastBreak Pro Version 6.5 - Manual (Page 58)

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and evaluate them separately, but we will use the FastBreak Pro family optimization
option to determine the best combination of funds.
We build a trading family in
FastTrack that contains all four funds – FSAIX, FSENX, FSESX, and FSRFX. This
family has been built and can be found on the installation disk (file name is Myentr.fam).
Copy this file from the disk to your FastTrack Userdef folder. This folder contains all the
user defined families. Note: You must copy the Myentr.fam file to the Userdef folder
prior to launching FastBreak Pro.
We have built a FastBreak Pro Parameters file called Example2.GPF. Copy this file to
your FastBreak Pro installation folder. Load the GPF file as you did in Example 1. You
will notice that the Optimize Family option is checked and uses a Min Family Size of 2
(we need at least two funds to trade).
Notice we used the very difficult market period of 1/3/2000 to 9/7/2001 for our OS dates.
This was the worst market condition in nearly 30 years. The S&P was down over 25% in
this period and the NASDAQ was down over 59%.
Change the Family path prior to execution if required.
Now start the optimization with the optimization icon.
Here are the summary results from our run (your results may be somewhat different):