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Strategies That Are in Drawdowns?
I work really hard to find very simple strategies that are working now and in the past. And so a lot of my strategies are based on simple ideas. So each trading system represents a separate idea. You don't want to just trade one strategy that's gone sideways for five years, but if it's helping you, it's helping your correlation. Even that sideways price action can help your drawdowns, even though it's not making money for five years,. then you can still keep that in the portfolio.