EdgeWare FastBreak Standard Version 5 User Manual

Page 67

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We can confirm that the same range of parameters (lighter in color on this chart) give the
best risk adjusted returns.

It is clear from the above charts that buy ranking periods greater than 34 days and sell
ranking periods less than 30 days should be avoided. The chart could have been made
with delta days set to a larger value than one day to make FastBreak run faster. Once the
areas of general interest are found, a rerun with a finer delta day could be made.

There are no guarantees the ranking period that tested well in the past will work well in
the future; however, looking at the past performance may give an indication of what will
work in the future.

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