The Factor Report
@PeterLBrandt
Premier site for classical chart analysis of futures markets. Trader for five decades. Market Wizard. Author.
Membership Factor Report
Joined February 2011
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I track DDs based on sequential closed trades expressed in BPs against historical performance. My WDD this was is about 1%, or likely 3-5% if I tracked MTM weekly.
So I could, in game theory, size up 5X on sizing and re-establish new nominal account levels quarterly. I would have to work out the numbers, but think this might come close. Of course, 30% DDs would totally freak me out
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