Monte Carlo Significance Test scientifically verifies if a strategy is truly effective or just luck.
- p-value: Core metric of strategy validity
- p < 0.05: Statistically significant, ready for live
- p ≥ 0.05: Not significant; not recommended for live
- Sharpe Ratio: Risk-adjusted return; higher = better
- Kelly Criterion: Calculates optimal leverage & position for risk control
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