CBI Houston Presentation

Could you post a short example of a CBI rotational trading system which uses a GetValue(metricname) as the PositionScore?

Thank you.

What exactly are you trying to do? PositionScore is used to rank individual trading instruments, and it is assigned during Phase 1 of the backtest. The GetValue() method of the Stats object retrieves portfolio-level metrics during Phase 2 (CBT).