jpb Veteran   Posts: 168 Joined: 5/11/2005 Location: Brown Deer, WI  User Profile | Version 1. With Commissions, it dropped it to approximately $3.62 million. Without commissions (to match yours), $6.1 million. I've got a late 2017 or early 2018 drop that isn't showing up in yours. Jeff Drake's has a lower Avg Ann MDD than either of ours. But, I think my version confirms your version as a reasonable reproduction. I'll run a couple of optimization runs to see if I can refine a few of my guesses and see if I can drive down the MDD while keeping the return high. I don't like the chop. [Edited by jpb on 4/12/2020 4:26 PM]  Attached file : Resilient-v1.png (101KB - 1495 downloads) |
