z-score probability correct?

1 replies


Subscriber, bbp_participant, community, 5 replies.

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6 years ago #113416

Dear community,


I have tested some EAs with EA Analyzer.


Although my z-Score was below the critical point of 1.96, the probability was higher than 95%.


To my opinion this is not possible, according to the standard z-score distribution, the critical z-score for a probability of 95% is 1.96, therefore it is not possible to achieve probabilities over 95% for z-scores below 1.96…


Any suggestions how this could be?


Thanks a lot


Mark Fric

Administrator, sq-ultimate, 3 replies.

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6 years ago #129120

I have to check it, it is possible that there is a mistake.


Could you post here (or send me by email) the report where I can see this problem?


Or even better you can create a bug report  in and attach your file there.

StrategyQuant architect


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