EdgeWare FastBreak Pro Version 6.2 - Manual (Page 52)

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After you choose the generation number you will be asked to provide a name. We will
use the name Exp and FastBreak will provide the extensions (Exp0.DFT, Exp1.DFT …
Exp9.DFT) to identify each of the top ten systems.
We can now load and execute each of the DFT files in FastBreak Pro and look at specific
trading parameters, MDD, S/Y etc. We do this because the Out-of-Sample screen only
provides the average values for these parameters for all ten systems.
We select and load the DFT files by using the Load DFT file icon:
We know from the Out-of-Sample screen that system number 10 had the best OS return
(we know this because there is a (10) after the MAX ANN value of 60.99%) so we will
look at it first. Note: Remember that FastBreak numbers the system files from 0-9, so
DFT file 2 corresponds to system number 3.
When you load a DFT file, FastBreak Pro will set the End Date to the latest date in the
FastTrack database, and it will use the IS Start Date as the Start Date; so you will want to
change these to our OS start and end dates in the example run. You may also want to
output an FNU file that allows the equity curve to be charted in FastTrack or FastGraph.
After loading the DFT file, changing the start and end dates, we can execute the standard
portion of FastBreak with the FastBreak Execute icon.
Here are the specifics from the run:
Annual return MDD UPI Beta Alpha
60.9 16.6 9.0 1.3 64.45
These are very good numbers (NASDAQ was –39% and the S&P was –10.1% during this
period), and the MDD is very respectable.