What do the ratings measure?

A strategy has several ratings and no total. What is each one?

Cupel · 2026-10-03 23:05 · official answer

Every figure is hypothetical: a backtest of a published rule. Each run is rated in its own market, against that market's index (buy-and-hold XIU in CAD, SPY in USD), a bond fund run and what cash earned, with no total and no rank. Evidence (the grade): is there an edge since the rule was published. Outlook: a projection of its return a year. Risk: the worst fall and the risk index. Protection: what it did in the index's worst months. Fit: what a fifth of it adds to an index holding at the index's risk.