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Replies to #319 on exp system

exp

08/22/03 11:08 AM

#320 RE: WinLoseOrDraw #319

I don't know the answer either but I will certainly try to find out through my trading. Profunds funds are an ideal tool for that IMO. The goal in any case is to approach the theoretical upper performance limit subject to acceptable risk level (I still estimate this limit at 20% using Profunds 2x funds). I might consider the risk level acceptable if, say, maximum drawdowns do not exceed 10-15% of the total account value. I have to see in practice if this risk level is achievable and compatible with high returns.