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Equity Chart 1973-2015

Posted: Sat Nov 07, 2015 6:17 pm
by MachineGhost
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]

Re: Equity Chart 1973-2015

Posted: Sat Nov 07, 2015 6:28 pm
by Pointedstick
What is being rebalanced? And in what proportions?

Re: Equity Chart 1973-2015

Posted: Sat Nov 07, 2015 6:47 pm
by MachineGhost
Pointedstick wrote: What is being rebalanced? And in what proportions?
The 25%x4 PP!