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The relationship between the time a position is open and the possibility of larger drawdowns in continuous systems is direct. As a position remains open for a longer period, the risk of adverse market fluctuations increases, potentially leading to a higher drawdown. Continuous systems, which operate without closing positions early, are exposed to market fluctuations over extended periods. The longer a trade remains open, the higher the probability that the market will move against the […]

Let’s see how a portfolio performs with continuous systems that have gained a lot with little verification time, compared to systems that have gained but with much longer verification time and worse drawdowns. Selected Systems: System_24_6 Joseja 2 mini nasdaq Gaby mini nasdaq Arrival Gaby mini dow The maximum drawdown from 500 Monte Carlo simulations is 291,851 euros. Let’s assume an investor with a moderate profile who has 1 million euros over a year and