Low Z3 R2?

Posted By: DdlV

Low Z3 R2? - 09/06/15 13:57

Hi jcl. I'm seeing on 1.34.1 that Z3 Tests to a quite low R2 value - is this correct? I don't remember seeing this on earlier versions; and the Equity curve doesn't seem to be that bad... Or maybe it's my incomplete understanding of R2... laugh

Thanks.
Posted By: jcl

Re: Low Z3 R2? - 09/08/15 13:11

Yes, R2 is low because the equity curve is not linear. It is steeper at the begin and more flat at the end.
Posted By: DdlV

Re: Low Z3 R2? - 09/09/15 21:42

Thanks jcl. Evidently R2 is much more sensitive than I realized in distinguishing linear from higher order & non-poly curves...
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