tgrafa Regular  Posts: 63 Joined: 10/11/2012 Location: Midland, Texas  User Profile | Geoff: Mark generously offer the following to me the other day: Run Strategy Reports over the last 7 years and pick the top 25 (in my case only RTMs for my IRA account). I then used those strategies to plug into PW. I solved for 7 strategies using a 2 year run (probably should have been longer) and increased the CAR 38% with a MDD of 4.4% on an IB IRA 'margin' account. This was compared to a 23% CAR and I believe a 6% MDD prior to Mark's help (THANKS MARK!). I didn't find the 100% CAR but this will certainly work until I create something better or the Elite trader site is up and running :^) I did find some 80% CARs with a Calmar of 10 but that's using the last 2 years on a 175% margin account. | |
