Leverage Universal Strategy – New Formula (max DD)

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  • 01/01/2020 at 4:08 pm #76647
    Patrick Gratton
    Participant

    Hello

    Your new formula of the leverage universal strategy show a max drawdown of 24% in your table above the graphic but in 2009 the strategy has a drawdown around 48%….did I miss something?

    Thanks

    Patrick

    01/01/2020 at 9:50 pm #76666
    Patrick @ Logical-Invest
    Keymaster

    Sorry for the confusion. The drawdown you see in the graph actually started in December 2008, but the 10 year period started in Jan 2010, so if you started an investment 10 years ago you would not have seen a 48% drawdown.

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