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Hello CRLeBeau,
Cac> Dumb question: Do you increase or decrease the position size as
Cac> the volatility of the equity curve increases? I have seen it
Cac> argued both ways.
Cac> Chuck
i like the method of increasing with higher volatility only with a
higher percentage winning system. otherwise i would consider the
opposite.
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Best regards,
Mark Brown mailto:markbrown@xxxxxxxxxxxxx
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