The portfolio control panel showing the cumulative
results of a run involving 170 charts with trading
systems.
The "Final Portfolio Results" are the results of a simulated
portfolio beginning to trade in 7/31/96, with an initial balance of $10,000, then entering and exiting
positions based on trades from among the 170 charts, and reinvesting the profits until the present.
The
"Results of ALL ACTUAL TRADES in Subset" are the combined trading system results from all the 170
charts.
The "Results of all Random NULL Trades" are the combines results of applying an equal
number of trades for an equal length of time as the actual trades--but with randomly generated
enter and exit signals--to the same 170 charts.
The "Results of Statistical Inference Test" gives a
commonly used measure of statistical significance for the actual trades compared to the null
trades.
