drawdown

The portfolio is experiencing some drawdown lately, which is partly caused by extreme-os. Drawdowns for this system, when exceeding 3-4%, are typically quite short, as shown by the graph, and recovery (from the -8% to the -3% level) previously was always only a matter of days.


Note that this graph does not include the most recent drawdown, which shows up as about 8% on C2 and is the largest drawdown on the hypothetical equity curve.

It will be interesting to see if the recovery is as quick as before. My subscription to the system ends at the end of next week, and it is quite possible that this will coincide with the bottom of the drawdown. Of course that wouldn't be the preferred scenario, but on the other hand the decision to terminate the system was already made a few weeks ago and the current drawdown did not play a role in that decision.