Reading about Strategy Quality Number calculation in book Definitive-Guide-to-Position-Sizing from Van Tharp, Van Tharp describe there is a overestimation in SQN with strategies with number of trades greater than 100 trades (Page 32). The Van Tharp solution is multiplying expectancy/StdDevition by 10 for the strategies that have more than 100 trades. So, its necessary to change the SQN calculation when you have STRs with more than 100 trades. I attached the book description.
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