EdgeWare FastBreak Standard Version 6.5 - Manual (Page 68)

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9.0 Analyzing FastBreak Output
FastBreak summary files can be analyzed in spread sheets (or in a companion product
from Edge Ware called FastGraph) and this is where the real power of FastBreak can be
realized. This example will compare the effect of changing a single parameter on return
results of a trading strategy. Make sure you change the summary file name when making
the two runs.
Start by making two FastBreak runs, one of them can be the first example from the previ-
ous chapter. For the second run, change the # funds (number of funds held) from 1 to 2
funds.
Import the two summary files into your favorite spread sheet (Excel was used for the fol-
lowing examples). Each row of data is a test case evaluated by FastBreak.
Chart the Avg Annual % return as a function of Test Case number and you get the follow-
ing chart:
Annual Gain
0
10
20
30
40
50
0 10 20 30 40 50
Ranking Period, days
A
n
n
u
a
l
G
a
in
,
%
1 fund 2 funds
In this example, the diamond symbols are for the test cases run holding one fund and the
square symbols are when holding two funds. It is rather difficult to determine what is go-
ing on even with the polynomial curve fit lines added. However, there is a fix.
Sort the summary file data in order of decreasing annual return. This is usually done in a
spread sheet by selecting all the data in the spread sheet (except the Test Case column),