<img src=http://www.elitetrader.com/vb/attachment.php?s=&postid=1712435></img> This drawdown is pretty much over, lasted 37 trading days. Although my equity is still down 2%, the system has recovered (Had i been using a constant dollar bet size i would now be up very slightly). I 'lost' about 5% due to asymetrical leverage during this drawdown. Someone remarked about the fact that none of the winning days exceeded the big losing day around day 9. This is because we only have a small sample of 37 trades here. The biggest winning days from this system do exceed the biggest losing days. We just didnt see any of those in the last seven weeks. The drawdown was a fairly typical 2.5 sigma event, in that such drawdowns last less than 2 months. Eventually (but hopefully not for a few years) i will have to live through a five sigma drawdown event which could last between six months and a year. Thanks for watching, hope you enjoyed the ride.