An Important Note about the LDR Alpha information

The process we use to create these strategies is complicated.

Every strategy has been validated with extensive walk-forward analysis every step of the way.

For each strategy we first present the equity curve and performance statistics for its selected walk-forward analysis. Each walk-forward in this strategy family was done on a historical look-back from January, 2007 through March, 2020.

This is the most important information. It provides the most robust and complete statistics for the strategy.

This section is labeled "Historical Background."

This is followed by the strategies current equity curve and performance. The look-back for these reports is quite variable. It is the look back of the most recent in-sample optimization window plus the latest data. This will change with each new optimization update.

This section is labeled "Current Performance".