Drawdown Nuances In Backtesting Results

Oct 21, 2011 in Backtest | Drawdown | Video

We have improved the quality of the backtesting applications again.   All backtests will now display the path of returns on a daily basis, regardless of which update schedule you are on.   This allows for more precise chart visual --- and a few supporting statistics have been improved.   The video below explains this -- there is a nuance that we go over that may not be so obvious here:



Also, just a snapshot of a few indices for YTD drawdowns -- the higher the volatility, the higher the drawdown.


See Also: Drawdown Blog Posts

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Comments (3) -

Oct 23, 2011 03:53 #

I can't view the video on my iPad.

On the Vimeo website, there are some tips on how to make sure videos can be played on mobile devices: http://vimeo.com/faq#mobile

Can you make this work for your videos?

Turnleaf Belgium

Oct 23, 2011 04:00 #

The thickness of the trajectory lines on the charts is such that when backtesting longer periods (eg 2003-2011), the daily wiggles don't display very sharply any more, they sort of blend together.

Also, in all charts, could you make the horizontal grid lines a bit less bright, so that they are more subdued, which would improve overall chart legibility.

Turnleaf Belgium

Oct 23, 2011 11:14 #

Turnleaf, We've made some changes and now all blog videos should now play on iPad!

Simon United States

Comments are closed