Models/Strategy & Sample Sizes

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engsnayl
Posts: 12
Joined: Sun Feb 14, 2016 6:20 pm

When testing out a new strategy or systems for trading, betting (or a hybrid of both) what sort of sample size would you look for before you were 'confident' that you had a legitimate edge or 'winning system'?

Interested to hear people's thoughts on this.

Cheers

Stephen.
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Dallas
Posts: 22674
Joined: Sun Aug 09, 2015 10:57 pm
Location: Working From Home

All depends on the strategy itself, in some cases you could say at least a year to allow for changes within the season, others strategy's may not be effected by this but in all cases more is always better

This video is worth a watch if you've not already seen it
https://www.youtube.com/watch?v=S-i3fSkT9LI
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