Вот он пример — often asked, when to abandon the system? From now on I will stop playing the system for American stocks., which showed fantastic profit in 2009 year. The main thing in this matter, understand the meaning — why the system was profitable and stopped making profit now. So in this particular case, the system makes a profit only during a period of high volatility.. As soon as volatility began to fade, the system began to drain a little and still drain. So I suspend the system until better times.
On the picture — слева большой schedule доходности по системе за 2009 year and on the right is a small graph of the loss ratio for two months of this year in approximately the same scale along the Y axis.
