@MisterSpread@Kinfo What you don’t realize is that “sizing down” shows you no longer trust the system, and if that’s the case, fine, stop using it at all and wait til y have more OOS. But if you do trust it, there’s no need to sabotage your own curve.
@MisterSpread@Kinfo If you trust your system, already have and out of sample, and the max DD is 30% and you are in 20%… why would you size down? If you do NOT trust in it, why would you run it in the first place?