Low Z3 R2?

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Low Z3 R2? #454366 09/06/15 13:57 09/06/15 13:57
Joined: Jun 2013 Posts: 1,609 D DdlV OP Serious User
DdlV OP Serious User D Joined: Jun 2013 Posts: 1,609	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... Thanks.

Re: Low Z3 R2? [Re: DdlV] #454437 09/08/15 13:11 09/08/15 13:11
Joined: Jul 2000 Posts: 27,935 Frankfurt jcl Chief Engineer
jcl Chief Engineer Joined: Jul 2000 Posts: 27,935 Frankfurt	Yes, R2 is low because the equity curve is not linear. It is steeper at the begin and more flat at the end.

Re: Low Z3 R2? [Re: jcl] #454530 09/09/15 21:42 09/09/15 21:42
Joined: Jun 2013 Posts: 1,609 D DdlV OP Serious User
DdlV OP Serious User D Joined: Jun 2013 Posts: 1,609	Thanks jcl. Evidently R2 is much more sensitive than I realized in distinguishing linear from higher order & non-poly curves...

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