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Re: tclark1 post# 25799

Saturday, 03/25/2006 2:35:12 PM

Saturday, March 25, 2006 2:35:12 PM

Post# of 79026
tclark 1,

<I have also found similar results with a HARD stop of 4% on long positions and a profit level of 30%. 1X - 50% from 1986 to 1995 and 56% from 1996 to 2005 with an obvious max draw down/loss of 4%.>

I think this is key.It doesn't seem to affect returns but has a huge effect on minimizing downdraws which had been the only weakness of the system.

Was this EOD trading or next day open results?


Thanks again for your work.

Regards

Marc


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