Geometric Capital Growth / Optimal-f

[_Craig <craigbud@xxxxxxxxxxx>]

I am trying to work out a good way to maximize the geometric growth of
capital in a fixed portfolio of trading systems and stocks.  Traditionally,
I have traded using a fixed equity model and the profits were not
invested but withdrawn.

I could take the empirical optimal-f for each market in the portfolio
and then readjust the bet sizes as the capital grows.

Perhaps it's better to grow the portfolio as the equity grows by
adding new markets and systems.

Is there a methodology that shows an optimal or best way to simply
allow the geometric growth of capital (re-investing profits) to reach a
certain size and then withdraw a specified amount of capital to reduce
it to a "minimum size", and do this over and over again every time
the capital reaches its "maximum size"?

Thanks,

-c