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Robustness results

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Ilya

Customer, bbp_participant, community, 105 replies.

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5 years ago #235168

Hi,

I am during a trial, and trying to understand what would be a “good” result for a robustness test. I do the Monte Carlo analysis with 1000 simulations and all methods included.

I found this type of testing example (attached) in the forum of one of the top members, which seems insane to me (What does 52666% AR even mean?)

Do we have any guideline on a “good” robustness results for a strategy? How do you judge your robustness results and how you choose which strategies to dismiss ?

 

Thanks

 

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