Maximum Historical Drawdown

Discussion in 'Strategy Building' started by AICN, May 11, 2005.

  1. AICN

    AICN

    Anyone else experiencing a maximum historical drawdown over the last week or so?
    <p>
    After 3 highly successful years, most of my systems seem to be at a peak drawdown over the last week and a half. I know of at least 3 other futures traders who trade supposedly different systems but are also experiencing similiar conditions currently.
    <p>
    Just curious.
    <p>
    I am sure there will be plenty who will write to say "what are you talking about. it has been so easy" but please limit this to those talking about the topic on hand.
     
  2. The first part of April caused my systems some drawdown. It was well within historical testing drawdown, but more than I have experienced in the past eight months or so.
     
  3. agreed.


    May has been a killer for my system when compared to the first 4 months of the year.
     
  4. are your systems based on EOD data ?
    with wide stops ? and do you continuously have to be in the market ?
     
  5. My system are cut-off before it hits a max DD.

    Keeping a system till it hits one tells everyone you can't manage trading.
     
  6. Sounds like you're risking too much per trade.