Quote:
Originally Posted by jgerousis
E- cid thaks for your reply. But as you can see hans never lost.
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I'd rate myself as one of the Hans' fan-base but one thing is undeniable about this strategy - absolutely horrendous consistency. You are either winning big or losing big - hmmm, you could rate that as being consistent I suppose, but not in a 'good' way!
It's Sharpe ratio must be close to zero...