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Mark Holstius

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Joined: 10/11/2012
Location: Sleepy Hollow, IL

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Subject : RE: Drawdown thoughts
Posted : 8/25/2016 11:51 AM
Post #36308 - In reply to #36304

LOL - in the current DD it's good to be "watching from afar" Jim... ;-)

You've given me a good segue into a more detailed analysis I hope to post this weekend, but for a simple answer today it's probably easiest to visualize the difference between the 2 Portfolios by looking at the stats and equity curves since their starting dates.

I WISH I'd had the time to put together the "Flexible By Design" back in May before the Bash... but I didn't. So, all the time since 5/3/16 has to be considered "backtest" for the Flex By Design even though that time period wasn't used in its construction.

That said, here's a snag covering both during the same periods;






I hope to have more info on the weekend comparing different trade sizes and margin levels vs risk...

I'm looking forward to utilizing your excellent MTV capabilities too - I think that will help a lot.

So much to learn, and so little time, huh?
Mark

[Edited by Mark Holstius on 8/25/2016 11:53 AM]

Attached file : Portfolios Compared.png (365KB - 462 downloads)

Deleting message 36308 : RE: Drawdown thoughts


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