I am wondering what some of you guys view as a good track record? Not like Jim Simons good or anything like that, but a track record you would be impressed with or one that you aspire to have. Here are my thoughts: Length: Under 3 years is nonsense. I would at least want to see 3 years, preferably 5 years in length. Anything over 10 years would certainly be large enough sample. Special points are scored for trading through a whole market cycle. That makes its tough at the current time, as US equities have been in a 10 year (hated) bull market. Return: Anything in double digits to me is good. Mid teens (15%) is very good and over 20% is excellent. Obviously this needs to be viewed in the context of the vol you are taking on. Vol: If your vol is below your annual return, that is very good IMO Sharpe: 0.50-0.80 is decent, certainly better than most. Sharpe > 1.0 is very good. If you are approaching 1.5 that is elite. MAR (annual return / Max DD): 0.50 is pretty good. 0.75 is very good and 1.0 is awesome. Context here matters. For example, high-frequency guys seem to naturally have a higher Sharpe ratio. If would believe a high-frequency guy with a Sharpe of 3+. If you arent high frequency though, I call BS on that. Feel free to disagree. I would love you know your thoughts here. What are you goals? My Goals: Return of ~15% / yr Vol of 12-15% / yr Max DD less that -20% Sharpe in the 1.0-1.2 range Track record of >10 years I am 3 years into my goal... Would love to know your thoughts.