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31.5 Strategy Results
31.5.1 Transaction Costs
The strategy results presented here are given net of transaction costs. The costs are simulated
using Interactive Brokers US equities fixed pricing for shares in North America. They are
reasonably representative of what could be achieved in a real trading strategy.
31.5.2 No Regime Detection Filter
Figure 31.2 displays the tearsheet for the "no filter" strategy.
Figure 31.2: Trend Following Regime Detection without HMM