Mel![]() Member Posts: 20 Joined: 3/4/2014 ![]() | To test if the cause of the difference is outlier trade effects being compounded, or something like that, can you run the system with no compounding? Set it up so every month starts with $100,000. If returns are somewhat consistent that way, you know that the variations are from compounding the effects of lucky or unlucky trades. If that is so, I see now way to avoid it in real trading. What you seem to be doing now is kind of like Monte Carlo analysis, which can give you a scary view of the variability of a single strategy. Mel |