Examining the performance of a strategy
The yellow graph shows the growth using the SAR style, the blue for long-only and the red for short-only investing styles. Additionally the returns for long and short buy-and-hold are shown.
In this case using the SAR style, the $10,000 would have grown to $228,938 in just over a year.
In this case using the SAR style, the $10,000 would have grown to $228,938 in just over a year.
Algorithm Science
Trading Strategy Discovery
