Steve2
 Elite
     Posts: 750
Joined: 10/11/2012
Location: Annapolis, MD
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Excellent analysis Mark!
What was the end date for the simulations? I'm trying to understand the difference between the CALMAR ratios in tests 3 and 6. Are you using some strategies that have an average allocation percentage >30% and they just didn't generate any trades during the first week shown in your tables?
Steve
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