Any experience with Systematic Signals??

[ronblack]

Quote from CommunistMonkey:

If a system has drawdowns of more than 5-10% it's probably not very good. The real test is designing a system that doesn't have significant drawdowns and still makes a good return. That is in fact SO difficult.

It is.... I agree. Even 10% drawdown is too much for me. I'm getting older I guess...clear sign...

So far this year I have limited max drawdown to less than 4% but I'm making only 9% return.

The way these parameters are related is dictated by basic economics. More risk more reward, plain and simple.

Ron