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In a message dated 98-01-08 10:51:26 EST, you write:
<< Jim:
My worst system drawdown for 1997 exceeded the previous max historical
drawdown by about 50%. Scary! But it did recover to new equity highs.
Bob >>
That is scary. Because of the size of the drawdown but also because the
system exceeded how it was "supposed" to perform. Projected to perform.
However, it looks like it also exceeded projections to the upside! I forgot
if you mentioned what you were trading. The S&P?
Jim
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