What does a fair formula for rating Signals look like?

 

mathematicians and theorists welcome!

 
What is your reason for asking? The administration has an opinion on this anyway and is unlikely to change it.
 
o_o:

mathematicians and theorists welcome!


rating what? products, signals?
the formula could be worked out if all the indicators (total number of products/signals, number of customers/subscribers) were known.
 
o_o:
If your real aim is to start the most heated debate in the history of the forum, you've probably picked the right topic ))
 

For me - signal rating should be determined ONLY by the amount of real Equity in the signal account.

The only basis is the signal provider's trust in his own signal. The provider who knows his signal best is also well aware of whether it makes sense to risk large amounts or not. Correspondingly, no other value will show you the provider's own feelings. And it is precisely these feelings that you should be guided by when setting your rating.

Too often the signal provider's goal is "to pay off a sucker". One does not have to go far - topics "I am looking for an investor for a guaranteed income" appear on the forum with enviable regularity. However, their authors do not want to risk even their $100, for more - is out of the question. What, really can't they earn this wretched hundred? Yes they can! They just know that their signal with the "guaranteed profitability" is not really worth a penny, and can fail at any time. A signal Provider who has on deposit at least $10K of its real amount - is already worth attention.


All demo signals must have a zero rating.

Moreover, the monthly payment for the signal does not exceed 1% of Equity.

But a sucker is not a mammoth, he will not become extinct... So the signalists can not worry.

 
Andrey Dik:

It would be possible to find a formula if all the indicators (total number of products/signals, number of customers/subscribers) were known.


the goal is to.

without going into the availability of any data now - to justify and write out a formula for calculating the rating of signals.

It should be adaptive, tamper-proof, fair, etc. That is, it should show the actual ranking of the trade

 

Thoughts aloud.

Replace the word 'fair' with 'custom'.

 
I think a fair formula for signal rating should be as follows: Depo Lifetime X Gain X Sharpe Ratio and divide it all by the Drawdown value. Here the X sign means to multiply. Each of these four indicators can have a weight (degree of importance), that is, multiply each indicator by some coefficient. Subjectivism should be reduced. And the fact that the Administration has a different opinion, it is temporary, and they will get it.
 

"The truth is always the same.

Pharaoh said so."

 

There are 23 non-linear adjustable components in the formula.

It is controlled like this:


 

We should just leave the balance...down with Equity!

Reason: