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Recently I posted about a system that had a backtest from 1984 and 1 1/2
year walk forward in excess of 100% per year.
After further investigation, I find there is a flaw in the data
presentation showing only a Max 8.9% Drawdown for the $35,000 account. I
believed this DD to based on the Max for each year. Instead I find it is
based upon a RINA DD from peak equity which I roughly calculate to be
$90,000. This is not noted on the website.
There are 3 portfolios suggesting $35,000, $60,000 and $100,000 accounts.
It is clear that if one starts at the wrong time, an account can be blown
out.
I have requested actual dollar drawdowns for each year and have not
received them yet.
I apologize for my overenthusiasm and stand corrected on this system.
If anyone wishes to know the website for this system to form their own
opinion, just let me know.
Sincerely,
John
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