Equity Chart 1973-2015
Posted: Sat Nov 07, 2015 6:17 pm
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]
[img width=800]http://i.imgur.com/UeGxCZ3.png[/img]