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Depends on the scale and normalization. I think you are at about 190 on my scale:)

Sure...with idiots like you who got nothing to contribute except evidence of their psychosis. Actually, if you could pay attention to what DontMissTheBus wrote and had the capacity to understand it you could benefit. But psychosis plus lack of understanding does not let you.

Yes, I have a suggestion for you before it is too late for you. Just use a reliable EOD data service, often IBD newspaper will do it for some people. Do callculations by hand if possible for your market and look at free daily charts in the web. Use an EOD charting tool for more complicated...

Aren't you tired of pollutign threads with this non-sense? Go play with your organs - if you have any - elsewhere please

He said amount of win vs. loss. Maybe it is your English.

Well, after the invaluable contributions of DontMissThe Bus, I will try to summarize as follows: 1. As number of trades tends to be very large, risk of ruin approaches certainty asymptotically 1. But how large? This is the question. 2. For finite time/trades or cummulative profit stop...

No, it is not unknow for fixed bet systems, known as target and stop in trading systems.

Equal opportunity and enforced quotas is killing productivity and progress in the US. People, sadly but necessarily, should be evaluated based on their IQ, otherwise we will end up having low IQ managers and politicians governing us and taking decisions about our future. Obviously, those low...

The can afford not to pay...to you get it?

You examples however shows a case where ruin depends on price series. It does not answer whether ruin is certain regardless the price series for non negative expectancy. That was the question. Do you see the difference?

Thanks. But the expectancy of system A will be negative due to design. I excluded negative expectancy systems.

So are you saying that it depends on the distribution of returns of the specific trading system in relation to underline market returns?

OK guys, let me try to state the problem better: Define: 1. A trading system that generates entries and exits with some frequency F > 0 per unit time and starts with bankroll B. 2. A Cummulative profit objective P 3. A time to quit for good objective T 4. The probability of ruin R...

Well, I was interested in the certainty of ruin, meaning P of Ruin = 1.

Thanks. Does this imply that if I trade a system I must quit at some time T1 otherwise face ruin at some time T2, T2 > T1 hopefully, regardless of edge?

Thanks. As far as NAV getting greater than number of atoms in the universe I think we can limit that via liquidity contraints so that doesn't imply the ruin result is also absurd. Do you agree then that even if someone has an edge if he trades long enough the probability of ruin is inreasing?

After 2398 posts you are still looking for someone else to give you a mathematical definition of a trading system. Why do you stupid, psychotic moron think you need a mathematical definition of a trading system to answer the question I posed? Do you psychotic idiot think that you need a...

He rediscovered America.

I think you try very hard to prove you have no clue of what you are talking about. Like in several other situations in the past. I talked about a trading system, not buy and hold. Do you know what a trading system is? Have you actually used one? Do you understand the difference between a...

No, not even close... you should quit trading - if you ever did any -and become a poet. You got more future doing that it seems...