4 ms·
Great job. From 2007-12-01 to 2008-12-31 you only managed to lose 215.81%. The benchmark only lost 37.04%.
by ecopoesis 14y ago
Great job. From 2007-12-01 to 2008-12-31 you only managed to lose 215.81%. The benchmark only lost 37.04%.
- olh 14y agoReverse the sell/buy and you could get something.
- wildwood 14y agoWhere are you seeing that earlier data? I can only get the graphs to cover 2012 and 2013. This is a good example of how deceptive a percentage-change-only chart can be, without the absolute value of the portfolio also figuring in. If the system has a max drawdown of 98%, then getting 200% returns after hitting that low isn't going to do much good.
- fawce 14y agoYou can clone and run the algo yourself over any time period since 2002.