Signifikanta skillnader ändå, särskilt i kombination med att det var en ganska tydlig platå där 20% var vinnaren över nästan hela spannet (1.5 - 2.75)
| Tolerance | CAGR | Sortino | Sharpe | Calmar | Max DD | Worst 12m | Trades/yr | Commission |
|---|---|---|---|---|---|---|---|---|
| 20% | 11.65% | 1.475 | 0.778 | 0.701 | 11.57% | −8.81% | 4.62 | 0.066% |
| 35% | 11.55% | 1.463 | 0.772 | 0.688 | 11.72% | −8.81% | 3.37 | 0.071% |
| 50% | 11.48% | 1.466 | 0.773 | 0.680 | 11.67% | −8.76% | 2.72 | 0.075% |
| 65% | 11.47% | 1.476 | 0.774 | 0.683 | 11.56% | −9.07% | 2.52 | 0.085% |
| 80% | 11.33% | 1.468 | 0.771 | 0.665 | 11.66% | −9.29% | 2.27 | 0.088% |