What returns can be made with Adaptive Modeler?
The potential performance of trading based on a model’s trading signals depends on: forecast success rate (more precisely the Forecast Directional Accuracy and Significance; or roughly the percentage of bars for which the price change direction was forecasted correctly) volatility (on the quote interval being used) transaction costs (broker commissions, spread and slippage) Trading System parameters Note: all returns shown in Adaptive Modeler are after all transaction costs (broker commissions, spread and slippage) but exclude dividends and interest payments. The forecast success rate in its turn depends on: selected security selected quote interval number of historical quotes quality of quotes data model parameters random factors during model evolution It is therefore not possible to say anything in general about the potential performance of Adaptive Modeler. Adaptive Modeler is a tool for creating market models that produce price forecasts. The accuracy of the forecasts of a specific
