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by wildwood 4830 days ago
Where 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.

1 comments

You can clone and run the algo yourself over any time period since 2002.