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just had a call (nearly 30 minutes) from Dave Stendall (Rina Systems). He
guess he didn't appreciate the tone of my posting, said it was wrong,
incomplete, misleading, i don't understand etc.
Tone notwithstanding, that's kind of what I thought of their system report!
Sorry about that. I think we'll be hearing from him here on the list.
Basically I'd just like to know how a single-contract simulation can show
meaningful drawdown figures for someone who trades at constant leverage,
when the margin rates have varied by an order of magnitude during the test
period. All bashing aside, this is a pretty fundamental question.
On a positive note, I'm sending him my files so we can get to the bottom of
this sharpe ratio thing. I think it's a bug, but he has his doubts. Either
way it needs an explanation.
Stay tuned for another exciting episode in the Omega List Saga! At any rate
here's that url again. Free advertising, of a sort.
http://www.rinasystems.com/system.htm
PS in case you couldn't tell I was just kidding about those emini stops
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