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I tried to answer some r/r and position sizing on another thread....I have a hard time explaining some of them and I'm somewhat protective of my on-line "profile". Not in fear of losing an edge, but of my personal information.
This is a great thread which explains a system build.
Of note is the anti-martingale approach to multiple losses in a row. If you are experiencing an above average drawdown, adapt and be ready to alter your system to correlate with the market. Nothing stays the same year over year.
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