Any Turtles here? What are your recent experiences of the Turtle trading systems? I just finished reading the Turtle book and got a few questions unanswered by the Michael Covel book: 1. Did the Turtles do their calculation based on continuous contracts or individual contracts? Because they were trading futures, there are basically two possibilities: (1) individual contracts, or the continuous contracts which are constructed by stitching the individual contracts together. 2. When Turtles entered the markets, did they enter at market open or market close/settle or intraday, all in the next day? When they stopped out, they stopped out at market open or market close/settle or intraday, all on the same day or the next day? 3. In the book, it was mentioned that every time when their equity drop by 10%, their reduce their risk by 20%. But it didn't mention when would they restore the risk to the original risk level? Any Turtles please shed some lights? Thank you!