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Al,
Maybe when I get to $50mm I'd agree with you, but to limit position
sizes produces unrealistic results if in no other way then it will
greatly reduce DD's unless the Max DD's occured near the beginning of
time and will make the system more properly resemble how futures
traders trade.
All the trade dates and prices are there so if this is in your
interest feel free to cut and paste to Excel and do your own calcs.
Fred
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