EdgeWare FastBreak Pro Version 5 User Manual
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Look through all the various FastBreak Pro screens and note how we set the options and
parameter ranges. Notice that this optimization uses only MAM for ranking, and it will
hold three funds because we set the minimum and maximum range for # funds held to 3.
We are optimizing on Annual return, but have specified an MDD goal of 15%. The
optimization will have 100 members in the first generation and 50 for subsequent
generations. We will optimize for 15 generations. We have specified a nominal mutation
rate of 2%. The IS date range is 6/19/1989 through 12/31/1999. The OS date range is
1/3/2000 through 12/29/2000. The year 2000 was a very difficult investment year so this
will be a good test of your system for OS performance.
At this point all that is required is to click the execution icon:
Note: The time to run all 15 generations is dependent on your computer speed. On a
Pentium 2.4 GHz this optimization will complete in about one hour.
When the optimization process is started the Best Results screen will appear, and you
will begin to see information similar to the following: