I have created several trading systems and would now like to assess which systems did best. I thought before reading an article on CAGR, that that is how I should measure system performance, e.g., take the accumulated CAGR's of every issue traded within a system divided by the number of issues to yield an average CAGR for the system, then compare that value to similar calculations for other systems. Then I read another CAGR article on "CAGR, the good, the bad, & the ugly" and now I'm not sure whether that is the correct approach. Now I know that one could say one of two things: 1. I want to use a system that has the highest hit rate a.k.a. accuracy. 2. I want to use a system that has the highest total return a.k.a. return. But what I would like to know is how to pick the best system of a group of systems that eliminates this accuracy versus return dichotomy and shows me which system was the most efficient a.k.a. the system that has the highest accuracy with return also taken into consideration when issues traded within any one system were bought and sold on different time periods? For instance, I have two systems that I started at the beginning of this year: System A has a hit rate or accuracy of wins to losses of 54%, a total return of 2% since January 1, 2006, and a averaged CAGR of all of the issues bought/sold under this system of 781%. System B has a hit rate of 63%, a return of 1%, but an averaged CAGR of only 266%. That being said, which of these two systems is the "better" system, not in return, not necessarily in accuracy, but the system that was capable of possibly predicting the best performing stocks from randomly occurring (daily closing stock prices) events? Would you have a possible solution on how rating the better system should be done?