Robustness results
11 replies
Ilya
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