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Your worst Drawdown is yet to come

May 27th, 2010 · 5 Comments · Money Management

in this world nothing can be said to be certain, except death and taxes. Arguing against Ben Franklin, I would say it is certain your (and my) Max Drawdown so far – whether in real trading or backtest – will be surpassed in the future. The maths even say that the probability of any drawdown […]

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