Rule-Based Trading Systems

[ajtj99]

capt, I think there may be a problem with that calculation as the compounding effect is already factored into your 1x returns.

You can't square the compounding effect. You only need to double the return. 2X returns would be still be 2X.

It's been many years since I took sadistics, and most of my exams were taken shortly after "studying" the compounding effects of grain aclohol in our frat office down the hall.