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i'd describe the problem as, finding the efficient frontier for a portfolio of trading systems. here is a link about finding efficient frontiers (in the link it talks about petroleum company investments, not trading systems)...

what happens if you decrease your stop?

when i started trading, i thought money management simply meant "use s/l's" and "risk small each trade." i am amazed at how naive i was. i wish i had known how important it was for me to learn money management. i wish i had learned about random trading systems and leptokurtosis of market...