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In a message dated 9/12/98 6:59:43 PM, magnus@xxxxxxxxxxx writes:
<<Could you do a monteCarlo sim. on the one
>contract system to get the worst "conceivable" drawdown (DDMC) per
>contract. >>
Worst conceivable drawdown is easy. Just take all your losing trades, string
them together and assume that this is how you started. Don't think this is
what you had in mind. Monte Carlo should give you an idea of the probability
of drawdowns of various magnitudes.
Chuck
traderclub.com
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