Diamondjag![]() Veteran ![]() Posts: 123 Joined: 10/11/2012 Location: Brighton, Co. ![]() | I'm sitting about the same with PBR. If you look at the chart, it's had two big gaps down. Did the same thing last Feb. I started with a $50,000 account in very late June. The account dropped $2,000 by early Sept. I then switched strategies. The account then peaked on Nov. 27 with a little over a $5,000 gain. That means it was up $7,000 ($5,000 gain plus it make up the $2,000 loss) from Sept. 4 to Nov. 27th. That $5,000 gain is now down to $3,000 while still staring at the PRB potential loss of over $1,000. We'll see how that comes out. If you're playing with reversion to the mean strategies you are continually catching falling knives...and when catching falling knives, you're occassionally going to get cut. That's the problem with reversion to the mean strategies. Some positions don't revert. The question is, is the strategy performing within it's historical parameters. [Edited by Diamondjag on 12/4/2013 12:05 AM] |