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Interesting test, Gary. I assume you were decreasing size during the
drawdown? Question.... did you calculate the Sharpe ratio? Eyeballing
your gif, it looks like the pyramided account had a drawdown of about
55% and and the non-pyramided one was something like 35% so the Sharpe
should be better on the non-pyramided one. That means you might have
been able to trade a constant 8 or 9 contracts and ended up at the same
place with a smoother eq curve. Or, if you want to pyramid and be
conservative, how about starting smaller, like 3% or 4% risk (maybe 3
contracts to start), and once you increase size, don't let it go
smaller? That's what gave the best combo of high total returns and a
smooth curve on my tests.
--
Dennis
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