Share New Research 
Beta: <.40
Sharpe: > 1.25
If correlated to market, then vola should be very low. If uncorrelated to market, then Beta vs. Spy should be <.35
Drawdown: <8% - 10%
Reach out to me if you have backtest data to share. Forward testing cash equity strategies live is very easy to do. If the back test data hits these basic benchmarks, we'll forward test live and if the data is within sample....let's make some money. Models selected for live testing will be optimized and deployed internally with cost/slippage settings that will boost performance.
Mark E. Twiz
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