Drawdown in a basket....hedged....directional....overlapped...wh o the F&*& cares? My tolerance is no more than 15% DD EVER...intraday..Peak to Valley or whatever...ever....no more than 15%...Yield will come...
Exposure or diversity has nothing to do with it...
ohhh...this is my trained opinion
ES
Quote:
Originally Posted by el cid
If the drawdown is with 5 to 6 pairs ,it may be acceptable but any system that can have a drawdown of 50% could also have a drawdown of 90 %
1 MONTH testing is not enough ,a few years may be acceptable
EL cID
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