EdgeWare FastBreak Pro Version 5 - Manual (Page 47)

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show a drop in OS performance for a couple of generations, but then new solutions will
be found which start to improve OS results. Therefore, you should not stop the
optimization at the first sign of a decrease in OS performance.
The OS MDD is a little disappointing because we optimized with a 15% MDD, and we
see that the OS MDD is typically in the 17-22% range. There are some very good
reasons for this to happen. First, we are trading sector funds which can be very volatile.
A second reason is that we retained the gold fund, a very volatile fund, in the trading
family. For comparison, the NASDAQ was down 40% in this period and the S&P 500
was down 10%. On the other hand, the OS annual performance is outstanding with
returns of over 40%.
Before we continue, we want to save a FastBreak Pro Restart file. This will allow us to
reload the results of this run at a future date. Go to the Pro Functions menu item:
Select Save FB Pro Restart File and name the file Example1.GRF
It may be interesting to you at this point to look at the graphs which show how the IS
results evolved during each generation. Use the Graph menu item and select any of the
options. Note: If you reload the restart file (Example1.GRF) at a future date, this
graph information is not available.
In our example run, generation 9 looks like a good combination of IS and OS
performance. Notice that this generation has the best OS annual performance and the
best UPI. This is a bit of a judgment call and the user should look at several different
criteria including OS MDD, switches per year etc. We will now look at the ten best
systems at the end of generation 9. We can save all the systems by using the Create Best
Results DFT files icon:
This will bring up the following menu that allows you to choose the generation to save
(in this case generation 9):