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Re: [RT] Mechanical Trading



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John,
Looking at the Element system, there is no detailed combined track record of 
both long and short trades.  This odd because such a record would represent 
how the system would actually (hypothetically) perform.
What is more amazing is that the long trades have a 15K drawdown, the short 
trades have a 26K drawdown, yet the summary of both longs and shorts shows 
only a *3K* drawdown.  Anyone care to explain that?
Neal

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