Wish I spent more time learning PASCAL back in the day...
Interesting, the most profitable systems are those that scale into a position.
Problem is, the inevitable deep diver. That is handled in most cases by limiting risk to 3% of your portfolio value and limiting the number of postions to 3. Problem is the annual return drops from 26% down to 5%!
This is a tough game...guess that's why we are all facinated by it.
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