183: Overcoming Broken Strategies – Marsten Parker
Better System Trader
How to Trade a Shorting Strategy
This is the same strategy over it's over the entire time from 95 till the present, where the orange line is the raw strategy and the blue line is the strategy using its own equity curve 300 day average as an on off switch. So yeah, it reduced the drawdown in late 90s by about half and it completely avoided the terrible drawdown in the start of this year in that particular strategy. But then also, I don't know if you included the one with where I put a moving average on the equity curve with, with meaner version strategies, that technique works pretty well, actually. Yeah. Do we have some more examples off to this one? I don't recall.
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