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MT referring to BF's oddball variation exceeding its previous drawdown
by 50%:
> One does Monte-Carlo simul, takes a sample of as many trades as possible
> etc in order to have some idea what to expect.
Exactly.
> At some point, you have
> to decide whether to pull the plug or not and in this particular case,
> I'd pull it.
You're contradicting what you said in the first paragraph. You haven't
run the MC sim so you don't know how much drawdown to expect. From
running the sims on many systems, it's a very rare one that I wouldn't
"expect" at least twice the historical drawdown.
--
Dennis
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