Drawdown Monte Carlo Increase over time PROBLEM | Traders Hideout

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Drawdown Monte Carlo Increase over time PROBLEM

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But there might be other angles to this problem?


If risk has been contained and position sizing controlled then surely the systems you refer to just have relatively low expectancies? (i.e. lacking any real edge)

edit: And/or, are highly susceptible to shifts in market conditions, in which case they are almost always going to come unstuck on one sequence sooner rather than later.

Travel Well

Last edited by ratfink; September 3rd, 2016 at 10:55 AM.
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