kmcintyre![]() Elite ![]() ![]() ![]() ![]() ![]() ![]() ![]() Posts: 890 Joined: 10/11/2012 Location: Portland, OR ![]() | Lee, I've given back a lot of gains too. It's part of trading. Perhaps the market direction is changing. It takes a while for software to figure that out and stop going long as the market turns the other way. In terms of percentage, I see nothing unusual. I've given back 8 or 9%. Looking at historical simulated performance, an MDD of 18.5% is to be expected. (YMMV) So while it hasn't been pleasant, it hasn't been unexpected. I'm hoping for more volatility so that my RTM strategies stop treading water and start raking in profits. But with volatility comes, well, volatility! If the market is turning and volatility picks up OV should figure it out and start really doing well. If we keep doing this sideways to slightly up, low volatility dance, OV probably won't beat the SPY. Keep the faith! Cheers Keith |