Power Law Parameter Robustness Lab

Run 25 percentile settings with identical cash flows and costs to test parameter-neighborhood robustness

What is the Power Law Parameter Robustness Lab?

The robustness lab runs a neighborhood of buy/sell percentile settings with identical history, cash flows, costs and execution assumptions to test dependence on one lucky point.

How do I use the Power Law Parameter Robustness Lab?

Focus on the share beating DCA, the interquartile excess range and median drawdown rather than copying the single highest-return cell.

What should I watch out for?

Neighborhood consistency cannot eliminate historical overfitting; every cell still shares the same data and model assumptions.

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