Comment on Mr Consistent returning incredible returns
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21 Apr 2014, 08:21 PM
Reply to your comment dated 24 Dec 2013 at 12:47 PM
I am testing a rule based trading system. I have calculated a drawdown of 1500 nifty points after doing backtesting for 8 years data of spot nifty. This equates to 1500*50=75,000. Now would you take Rs.75,000 as safety margin or would you add a buffer to that and take a higher amount?