No, I don't play golf.

Bi-Directional Regression Analysis Investment Network

No, I don't play golf.


No, I don't play golf.


$100 has been deducted from each trade (RT) to account for slippage and commission.


Japanese Yen/US-$
German Mark/US-$
Swiss Franc/US-$
British Pound/US-$


Testing Period

1986 to 1994

Mean Average Winning Trade +23.776
Mean Average Losing Trade -9.341
Initial Equity $100.000
Final Equity $1.379.880
% Gain +1.380%
% Gain p.a. (Compounded Annualized Return) +41,0%
Average Monthly Return +3,2%
Standard Deviation of Monthly Returns 7,8%
Compounded Monthly Return +2,9%
Max. Drawdown -20,9%
Max. Drawdown is the largest Consecutive Equity Decline experienced by the VAMI after reaching a given peak over the indicated track record. This need not be a continuous decline but can even be a series of positive and negative returns where the negative returns are larger than the positive ones. Info
MAR-Ratio 1,96
MAR-Ratio is the compounded annualized Return divided by the max. Drawdown. Info
Profit Factor 1 : 2,21
Profit Factor is Gross Profits divided by Gross Loss. This number represents how many dollars the system made for every dollar it lost. Info


  B.R.A.I.N. Results 2
B.R.A.I.N. Results 3
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© Copyright:
Thomas Pflügl 1998 - 2021

Last updated: März 25, 2021
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