Hi. The manual talks about Annual Return not being a very good measure of a strategy's performance, and gives minimum acceptable values guidelines for Sharpe Ratio, etc. But what about beyond those minimums? At this point I have no "feel" for that...

There are theoretical maximums, but what values are far enough beyond the minimums to make someone(s) who've been doing this for a while sit up & take notice?

In other words, if we want to go beyond the minimums, what values should we be striving to have our Tests achieve?

Or is the real-world experience that Pareto kicks in and getting 20% beyond the minimums isn't worth the additional 80% of work?

Thanks.