I think it would be desirable and possible to calculate a p value in the trade statistics. This would be useful to everyone whether they are involved with R2Go or not.

I've dusted of my text book but I defer to others for the details. The null hypothesis would be that the sim does not improve the returns compared to the control of buying spy (multiple times) and holding for the "average days held" for the sim.

I think the chi-squared function can answer this but I certainly could be wrong on this count. To start with the control would be just SPY or some other S&P 500 benchmark with mean return (and standard deviation) for x number of days held.
Results: Total score: 13 , # of Votes: 5 , Average: 2.6
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Requested by: Jrinne
On date: 11/29/13
Category: Simulation