A Strategy for YM gambler got a margin call!

Back in early February, I pointed out that most of the top-rated strategies with a high win/loss rate failed in the February downdraft.

While A Strategy for YM survived that test, it was still showing a 82% win rate in early February, in essence flashing the most common warning sign for future collapse (or for major problems). It didn’t take more than a few weeks before Strategy for YM generated a margin call or even a year for Strategy for YM to fail.

Beware of a win % above 79%.

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