all those very oversold type systems can have periods of high
draw down simply because of the volatility when they trigger - but
most of that was in 2008 time frame - things like bear long, bear
exhaust, RSI oversold, Bull exhaust -a lot of those are triggered
during washout capitulations where 3 -5% index moves in a day are
the norm - anyone on that CCI system the typical draw down was 1 -
3%. In 2008 there was a trade that had 15% drawdown, mind you that
was Oct 2008 the worst month of that year - the trade closed out up
5% even after that draw down, all the other trades the draw down
was several % or less on avearge
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Matt could you include the
Systems CCI
Posted by mundy on 2nd of May 2022 at 11:56 pm
Matt could you include the draw downs on this system
all those very oversold type
Posted by matt on 3rd of May 2022 at 08:09 am
all those very oversold type systems can have periods of high draw down simply because of the volatility when they trigger - but most of that was in 2008 time frame - things like bear long, bear exhaust, RSI oversold, Bull exhaust -a lot of those are triggered during washout capitulations where 3 -5% index moves in a day are the norm - anyone on that CCI system the typical draw down was 1 - 3%. In 2008 there was a trade that had 15% drawdown, mind you that was Oct 2008 the worst month of that year - the trade closed out up 5% even after that draw down, all the other trades the draw down was several % or less on avearge