A presentation as part of the CMT Tampa Midwinter Retreat 2025

About the Presentation: Have you ever developed a market strategy and had it fail once you started to trade it? You may have been diligent in your testing; no data mining, allowing for survivorship bias, and a strong thesis. But still, the strategy fails. In this video, Mathew Verdouw, CMT, CFTe, outlines a brand-new quantitative metric that finally reveals why robust strategies start to fail and how we can anticipate when that will happen. Mathew will also explain the theory behind this metric and the roles of Technical Analysis and Quantitative Analysis in the Investment Process.