Replies to post #752 on Rule-Based Trading Systems

[capt_jmj]

Thanks, we've done that, and our approximate calculations are confirmed.

[capt_jmj]

AJ, for your own purposes, it might be prudent to use the lower number, since that is more conservative. We only publish 1X returns as the basis of a level playing field comparison to other 1X investments, since many investors do not desire the added downside risk that comes from leverage. Notionally, 2X trading vehicle returns will be higher than 1X returns.