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Re: Equity Curve Analysis



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Nice, Craig!  What markets did you analyze and what's your strategy?


----- Original Message -----
From: "Craig" <craigbud@xxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Thursday, January 03, 2002 12:33 PM
Subject: Equity Curve Analysis


> Attached is a virus-free GIF image of an equity curve.
>
> Test based on trading two markets simultaneously.  Trader is always in the
> market, and 100% invested.  Total capital = $100,000, buying and selling
> $50,000 for each market.  Non-cumulative (No profits are
> re-invested.)  Commissions are subtracted from equity curve.
>
> I would appreciate any comments about this equity curve.  What is wrong
> with it, or what is lacking in terms of a measurement or ranking value.
>
> Thanks.
>


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