Minimum Track Record Length (López de Prado & Bailey 2012)
Stats are computed cumulatively — each row shows figures based on all trades up to and including that row. The green circle ● appears once all three conditions hold simultaneously: n > MinTRL_pessimistic, PSR > 95%, and ΔMinTRL < 20.
Insufficient data>50% toward MinTRL>80% toward MinTRLSignificant ✓Negative Sharpe