OK lets see what happens when I trade Boeing stock using a Bollinger Band system. Trading begins 2 January 1962 and ends 14 July 2006. These are the rules: 1) Buy when stock price increases above the 350 day average value plus 2 standard deviations. 2) Sell when stock price decreases below the 350 day average value. 3) Position size in shares is 1 percent of account equity divided by 10 times the average true range value. Decrease position size if necessary to remain within equity limit. Number of trades 12 Total profit $ 13615410 Profit after subtracting $ 10.00 commission, slippage per transaction: $ 13615170 Risk is 1.00 per cent of equity. Drawdown is 0.0961 (9.61 per cent). Cumulative Annual Growth Rate (CAGR) is 306.51 per cent. CAGR / Drawdown is 31.91 Instanteously Compounding Annual Growth Rate (ICAGR) is 11.08 per cent. Annually Compounding Annual Growth Rate (ACAGR) is 11.72 per cent. Information Ratio is 1.03 Initial capital is $ 100000 Long trades only. Growth rates are calculated after subtracting commission & slippage. === Growth is about 307 percent per year and greatest draw down is about 10 percent.