Median AR 142%

Posted By: tradingest

Median AR 142% - 10/28/18 20:46

Hi all,

what does means "Median AR 142%"

Thanks
Posted By: Dalla

Re: Median AR 142% - 10/29/18 06:47

From the manual:
"Median AR - Annual return by Monte Carlo analysis at 50% confidence level."
Posted By: tradingest

Re: Median AR 142% - 10/29/18 20:08

Originally Posted By: Dalla
From the manual:
"Median AR - Annual return by Monte Carlo analysis at 50% confidence level."


Thanks for the answer, but what does means the value?
The higher is better or not?

thanks again
Posted By: AndrewAMD

Re: Median AR 142% - 10/29/18 20:14

Higher is better, you make more money.
Posted By: tradingest

Re: Median AR 142% - 10/29/18 20:36

Originally Posted By: AndrewAMD
Higher is better, you make more money.


Hi Andrew,

this is my number, are good?
Can you help me to interpret?

thanks again
Posted By: AndrewAMD

Re: Median AR 142% - 10/29/18 21:40

I'm mostly interested in the 95%-100% confidence levels, as you want to be prepared for the worst case scenario (which, by the way, can be worse than the 100% confidence level).

That's all I have to say in this context. At least make sure you have good risk management.
Posted By: tradingest

Re: Median AR 142% - 10/29/18 22:15

Originally Posted By: AndrewAMD
I'm mostly interested in the 95%-100% confidence levels, as you want to be prepared for the worst case scenario (which, by the way, can be worse than the 100% confidence level).

That's all I have to say in this context. At least make sure you have good risk management.


thanks so much
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