Net vs. Gross Returns: What Investors Should Demand in Reporting
**Excerpt:** Net vs. Gross Returns: Clarity Investors Must Insist On **Meta Description:** Understand why investors should demand net return reporting over gross, ensuring transparency and accurate performance assessment in 2025-2030.
Avoiding Survivorship Bias in Performance Marketing
Excerpt: Avoid survivorship bias to optimize marketing ROI effectively. Meta Description: Learn how avoiding survivorship bias in performance marketing leads to more accurate data analysis and better campaign decisions for sustained growth.
Why “Best Months” Don’t Prove a Strategy Works
Excerpt: Why selecting “best months” skews strategy effectiveness. Meta Description: Discover why relying on “best months” data can mislead investors and why comprehensive analysis is crucial for validating investment strategies.
How to Evaluate Worst-Case Periods and Maximum Drawdown
Excerpt: Analyzing worst-case periods and maximum drawdown ensures robust risk management. Meta Description: Discover effective methods to evaluate worst-case periods and maximum drawdown for enhanced portfolio risk assessment and strategic decision-making.
What a Standardized Performance Factsheet Should Include
**Excerpt:** Key elements for an effective standardized performance factsheet. **Meta Description:** Explore essential components of a standardized performance factsheet to ensure clarity, consistency, and actionable insights for stakeholders.
Instrument Disclosure: Why “What You Trade” Matters in Due Diligence
**Excerpt:** Instrument disclosure is crucial for informed due diligence. **Meta Description:** Explore why transparent instrument disclosure is essential in due diligence, ensuring accurate risk assessment and informed trading decisions in 2025-2030.
Slippage and Spread Assumptions: The Hidden Variable in Backtests
Excerpt: Slippage and spread assumptions critically skew backtest accuracy. Meta Description: Explore how hidden slippage and spread assumptions impact backtest reliability, revealing risks often overlooked in trading strategy evaluations.
Execution Quality: Questions to Ask About Brokers, Routing, and Fills
Excerpt: Key questions on broker execution, routing, and fill quality. Meta Description: Explore critical questions to evaluate broker execution quality, order routing, and trade fills for optimized investment outcomes in 2025-2030.
Backtest vs. Live Trading: Evidence Standards for Each
**Excerpt:** Backtest vs. live trading: comparing evidence standards. **Meta Description:** Explore the differing evidence standards between backtesting and live trading to optimize strategy reliability and performance in financial markets.
Overfitting Red Flags: How to Challenge a “Perfect” Equity Curve
**Excerpt:** Spotting overfitting: questioning flawless equity curves. **Meta Description:** Learn to identify overfitting in trading by challenging perfect equity curves. Discover key red flags and methods to ensure robust strategy performance.
Risk-Adjusted Returns: What to Ask for Beyond CAGR
**Excerpt:** Risk-Adjusted Returns: Key Metrics Beyond CAGR for Investors **Meta Description:** Explore essential risk-adjusted return metrics beyond CAGR to better evaluate investment performance and make informed decisions in 2025-2030.
Sharpe, Sortino, and Calmar: Which Metrics Matter Most and Why
Excerpt: Sharpe, Sortino, and Calmar ratios: key insights for investors. Meta Description: Explore how Sharpe, Sortino, and Calmar ratios measure risk and returns, helping investors make informed decisions from 2025 to 2030.