Registered: Jan 2012
03-01-12 01:16 AM
Quote from mickson:
I always recommend to people who show me incredible Sharpe ratio's to consider whether they think they are amongst the best in the world. I see it often with "curve fitted" oops I mean backtested results.
These are averages and last year was a tough one for the industry. However, anyone producing a Sharpe above 2 is frankly shooting the lights out.
>4 that is unbelievable or unsustainable.
What you are saying makes sense, I know its hard, but do you think its impossible?
I have attached my equity curve YTD.
ytd feb 29.pdf
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