you know something I thought of, one way I might be able to add
more profits to the left chart is: close the position out after the
reversion to mean and be fully in cash, but then if the original
system were to take a 2nd or 3rd entry could entry that position
and there would be no draw down because the first entry would have
been fully sold. something I'll look at
you know something I thought
SPY systems comment example
Posted by matt on 4th of Nov 2020 at 10:11 am
you know something I thought of, one way I might be able to add more profits to the left chart is: close the position out after the reversion to mean and be fully in cash, but then if the original system were to take a 2nd or 3rd entry could entry that position and there would be no draw down because the first entry would have been fully sold. something I'll look at
I really like this idea!
Posted by focus175 on 4th of Nov 2020 at 12:03 pm
I really like this idea!