Recent content by Aceoface

Its not that pyramiding hasnt got advantages. CAGR% increases substantially. However there is a catch (more than comensurate volatile equity curve, lower MAR, lower sharpe etc). I wonder if there is a clever way to pyramid and improve these stats as CAGR% increases.

I made countless simulations of a version of the turtles system with pyramiding positions but could not get better equity curve statistics than the non pyramiding version. When pyramiding with a risk of say, 0.90% per ATR, i could get the same CAGR% with better stats (better sharpe, info ratio...