No. of Recommendations: 5
I would like to support the thought that it would be great if you could include a maximum drawdown item in your new upcoming backtester.

As the screen returns have gotten better, we are all more interested in screens that will help protect us with capital preseerrrrvation. Drawdown, along with -2 and -3sigma are my top candidates and, in my opinion, are better indicators for that goal than the usually observed standard deviation and Sharpe ratio volatility indicators. Drawdown, not volatility, is what we fear the most, second only to inadequate returns. Repeat drawdown...drawdown...

I leave it to you to assess your priorities. With thanks for considering this item...

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