What is the average exposure of the system during the backtest? What amount of leverage if any is the system backtested with?

If we define average exposure by using the concept of cash utilization, historically Robo Ray utilized approximately 30% of its capital in average. For example, given a capital of $10,000, Robo Ray holds $3,000 in stocks and $7,000 in cash on average. The utilization will vary from day to day depending on the opportunities spotted by Robo Ray at that point in time. On a single trade, Robo Ray used a leverage of 1.5

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