mholstius Veteran   Posts: 175 Joined: 1/13/2017  User Profile | Whoa, that was fast, Steve... Here's what I was looking for, and thinking about; Your 2X: Avg Ann ROI / Avg Ann MDD = 172.8%/19.1% = 9.05 Your 1.5X: Avg Ann ROI / Avg Ann MDD = 113.4%/14.5% = 7.82 My M+M 2X: Avg Ann ROI / Avg Ann MDD = 84.5%/17.3% = 4.88 Your 1.5 already has a lower Avg Ann MDD than mine at 2X Maybe you could play with it and see how low you need to go on the Leverage to get to my orig Avg Ann ROI of 84.5% and we'll see what your Avg Ann MDD is when you get there? Could be interesting...??? Mark | |
