Steve2 Elite    Posts: 750 Joined: 10/11/2012 Location: Annapolis, MD  User Profile | Jim, I think that would be a sensible option to have although I think one of the problems we currently have with long simulation date ranges is that they get unduly influenced on the right by large account sizes. Typically, your percent invested goes down and performance changes, not because of market conditions but due to effects from trading a $100M+ portfolio. I'd really like to see a simulation option that would cap account size on an annual basis. I don't find the ending equity number very useful (except in my dreams)and would much rather see the other metrics influenced only by market conditions. So, I'm always breaking a 14 year sim up into 4 year sims (which is a pain in the neck) to eliminate the impact of account size | |
