Hello Again!
After reviewing my data and sheets I am not totally happy with the outcome being correct.
Would anyone like to assist in organising these numbers as I would be happy to make a donation once the banks reopen.
Initially I was trying to withdraw 35% of the profits at the 45% profit level and then reinvest these 35% when it falls 33% or more. This works nicely except for 1 occasion in the 20 years so if it was possible to optimise to perform better at the same time that would be ok to. I am more concerned on the drawdown losses than optimising for returns as the returns are juicy enough as they are. I also don't want to over do the pulling and re-adding monies but on the above numbers I would have around 18 pulls and 7 adds over the 20 years I think.
I would also like to then create a chart showing the performance and also another showing the performance with the cash pulls as a liquidity level.
If it was then possible to show the annual returns and a few financial ratios/largest drawdown/longest losing period/largest gain/sharp/sortino and anything else you could think of. Also rolling returns maybe interesting as well.
Thanks for any further help.
cheers
gc
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