XJO 0.88% 7,959.3 s&p/asx 200

Monday October 7 - The Far side, page-24

  1. 288 Posts.
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    Expectany is great but the WR% is a concern , a probability matrix will give you some clues as to why . The lower the win rate the higher the probability of extreme consecutive losses , all systems need to keep the risk of ruin ( worst case scenario ) into account . We are trying to do this for years if not decades successfully . My excel matrix is on another PC and i will post the results for a 35% WR system another day . Over 1000 trades the probabilities of debilitating consecutive losers will stagger you . Do yourself a favour and read this book https://hotcopper.com.au/data/attachments/1763/1763146-72084081b9b6b187c82b83f8033118bf.jpg

 
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