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Hello,
I am a little confused. Lets say I have Settings for Margin at 100,
am backtesting an imported market timing signal against the SP500,
then what do I change to do the following?
1. What do I change to get return and drawdown with a leverage of 2,
assuming that I do not use margin, but rather some other method to
leverage?
2. What do I change to get return and drawdown with a leverage of 2
if margin is used and where do I enter the cost of margin (say 5% per
year)?
Bert
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