Buffalo Bill Legend   Posts: 539 Joined: 10/3/2006 Location: Stafford, VA  User Profile | Steve That is actually the report I used - the one you suggested. I export it to excel then sort by HR to get candidates. Then I looked at the PS equity curve and stats for each strategy alone (as Mark suggested), in each M&M state, in port sim to decide on which to include in each M%M state. Then I ran a ton of comparative runs deleselecting each or multiple strats trying to find a better, and shorter, group for each. That was my process | |
