It's hard to tell from the teensy chart, but it looks like the worst spikes are about $1000. Even with a starting capital of $5000, I'd consider that fairly minor, considering how long the spikes last. (But I have a higher risk tolerance than some.)Alpenkorps wrote:Look for the spikes on the curve Gary, it doesn't look that bad over a long period, but enough to shake your balls when it actually happens.
The BIG question is if/how/when the Martingale blows up. At some point I'll see if I can whip out a Tradestation system so I can backtest it thoroughly.