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BENCHMARKS OF PERFORMANCE

Posted By hmccoy99 2 Years Ago
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Posted Saturday April 25 2015
WHAT ARE SOME OF THE BEST QUALITIES OF PERFORMANCE?

I understand it is difficult to quantify performance but some rules of thumb are?

poor   to   outstanding
                                              poor                   good             outstanding                               
apr                                         < 5 %                    >12  %               >30%
% winners                                 30%                    50%                   >75
drawdown                                  50%                    <30%                 <10%

any comments or feed back  here would be helpful....

I have developed models that seem to perform excellent in most metrics
apr  70%  
% winners 88%
max drawdown  7%
avg bars (daily) 18
avg monthy gain 5%

this was done with selected NASDAQ stocks (approx 80 of the 100)
over a 15yr period of backtesting  with a max 20% of equity 
per trade.

my goal is to automate the system can i expect the same performace with a live system?
the paper trades indicate good trades, I have taken some of the trades indicated thru a 
broker with sucess.

my questions are?
1) woud this performance scale up  without issues?  if not what problems would i have?
2) how well is the trade management handled with the API with interactive brokers?  slipage?  missed trades? out of sync problems? etc,
3) does a cloud server make sense hosting the system for issues of reliablity ?  if so any recomendations?
4) has anyone buitlt a AI rule based modeling system interfaced to right edge platform? if not anyone interested ? (I have a background in AI research and have built real time AI systems)
    
Henry














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