What happened here?

What happened here?

Exactly what you would expect happened.

The Volatility Trader strategy showed both of the indicators for failure or major trouble:

  1. It’s 93% win rate was above the 79% cutoff for successful systems. Systems that survive major stresses tend to have win rates below 79%.

  2. The ratio of Av. Win $ to Av. Loss $ was under 1.2. Indeed, for Volatility Trader it is under a miniscule .10.

For the research on this, see

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