Mark Holstius![]() Elite ![]() ![]() ![]() ![]() Posts: 744 Joined: 10/11/2012 Location: Sleepy Hollow, IL ![]() | Hi Steve... Thanks for the question. My post above to Gary explains a lot, but here's what happens if we just keep the allocation at 8% for the limit all day; Not as bad as the example above for Gary with Avg % Inv of 51%, but still overinvested on a number of days. PPT stays the same, it's just that we're allocating more money to the trades that hit the limit during the day in the spreadsheet (8% vs 6%). Ah, the limitations of testing in excel... looking forward to being able to do it better in OV. Mark [Edited by Mark Holstius on 8/15/2017 6:38 PM] ![]() |