Annual rebalancing (approx 20/30 rebalancing bands). The longest drawdown duration was 538 trading bars or about 2.13 years.
[img width=800]http://i.imgur.com/UeGxCZ3.png[/img]
Equity Chart 1973-2015
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MachineGhost
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Equity Chart 1973-2015
Last edited by MachineGhost on Sat Nov 07, 2015 6:21 pm, edited 1 time in total.
"All generous minds have a horror of what are commonly called 'Facts'. They are the brute beasts of the intellectual domain." -- Thomas Hobbes
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Disclaimer: I am not a broker, dealer, investment advisor, physician, theologian or prophet. I should not be considered as legally permitted to render such advice!
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Pointedstick
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Re: Equity Chart 1973-2015
What is being rebalanced? And in what proportions?
Human behavior is economic behavior. The particulars may vary, but competition for limited resources remains a constant.
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MachineGhost
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Re: Equity Chart 1973-2015
The 25%x4 PP!Pointedstick wrote: What is being rebalanced? And in what proportions?
"All generous minds have a horror of what are commonly called 'Facts'. They are the brute beasts of the intellectual domain." -- Thomas Hobbes
Disclaimer: I am not a broker, dealer, investment advisor, physician, theologian or prophet. I should not be considered as legally permitted to render such advice!
Disclaimer: I am not a broker, dealer, investment advisor, physician, theologian or prophet. I should not be considered as legally permitted to render such advice!