Steve2 Elite    Posts: 750 Joined: 10/11/2012 Location: Annapolis, MD  User Profile | Steve, I'm not convinced that the strategy outlined in your last paragraph is the best approach. I tend to try and optimize for consistent performance per period, high %Win, and high %Invested (which typically means high TPM) and don't worry much about draw downs. While I think your approach would improve consistency, I'm not sure it would necessarily deliver very high returns. But then I'm sure you and Mark have done analyses that show otherwise... right? :-) Steve [Edited by Steve2 on 4/21/2015 7:50 PM] | |
