Does anyone have the max intraday drawdown (unrealized) for the
system. I think I remember a post where it was 13%. If so, do you
have the date as well? I am curious to see how that correlates to
SSO and the futures.
I calculated a max intraday drawdown for the Multi Entry System
(40%/20/20/20). This would put some money into perspective, and
help as an illustration.
I substituted SSO for SPY, and used a $50,000 position. This
would be close to equivalent to a $100,000 position using SPY for
the Multi Entry.
The Max Intraday Drawdown for the System occured on March 6th,
2009.
1st Entry: $20,000 position at a price of 17.70
2nd Entry: $10,000 position at a price of 17.31
3rd Entry: $10,000 position at a price of 15.75
4th Entry: $10,000 position at a price of 15.43
SSO hit a low of 14.16 on Mar 6, 2009.
Here's what the intraday drawdown would be at 14.16:
-$4,000-$1,819.76-$1,009.52-$823.07=
-$7,652.35
The largest drawdown occurred on March 6, 2009, intraday low of
$67.10. If you look at the Trade History, you can figure
out the $/% drawdown. BTW, that trade turned out to be a
big winner for both the single-entry and the multi-entry
version.
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Drawdown Stats
Current SPY Position
Posted by dtheo on 9th of Jun 2011 at 07:02 pm
Does anyone have the max intraday drawdown (unrealized) for the system. I think I remember a post where it was 13%. If so, do you have the date as well? I am curious to see how that correlates to SSO and the futures.
thanks,
DT
I calculated a max intraday
Posted by cw12 on 9th of Jun 2011 at 07:28 pm
I calculated a max intraday drawdown for the Multi Entry System (40%/20/20/20). This would put some money into perspective, and help as an illustration.
I substituted SSO for SPY, and used a $50,000 position. This would be close to equivalent to a $100,000 position using SPY for the Multi Entry.
The Max Intraday Drawdown for the System occured on March 6th, 2009.
1st Entry: $20,000 position at a price of 17.70
2nd Entry: $10,000 position at a price of 17.31
3rd Entry: $10,000 position at a price of 15.75
4th Entry: $10,000 position at a price of 15.43
SSO hit a low of 14.16 on Mar 6, 2009.
Here's what the intraday drawdown would be at 14.16: -$4,000-$1,819.76-$1,009.52-$823.07= -$7,652.35
Lucky you. Double that for me.
Posted by Robert50 on 10th of Jun 2011 at 11:25 am
The largest drawdown occurred on
Posted by yojimbo on 9th of Jun 2011 at 07:24 pm
The largest drawdown occurred on March 6, 2009, intraday low of $67.10. If you look at the Trade History, you can figure out the $/% drawdown. BTW, that trade turned out to be a big winner for both the single-entry and the multi-entry version.