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The question I had, not being a Rina user, is
how do you get a smooth equity curve when the
same report indicates a $5+ mil drawdown against
a $20+ mil gross?
BW
>From: DH <catapult@xxxxxxxxxxxxxxxxxx>
>To: Omega List <omega-list@xxxxxxxxxx>
>Subject: Re: Chaos theory
>Date: Fri, 12 Oct 2001 19:12:40 -0700
>
>Just a couple of points and then I'll shut up too.
>
>1. Andy's system has ABSOLUTELY NOTHING to do with Elliott wave. Zip,
>nichts, nada. Not even close.
>
>2. Rina's (TS's) Sharpe calc does indeed suck (along with most of the
>other calcs in their performance report.) The topic's been covered ad
>nauseum on this list so I don't have any interest in rehashing it.
>
>Ok, here's #3, no extra charge. :-) A smooth equity curve IS the holy
>grail of system performance.
>
>--
> Dennis
>
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