I've runa strategy that generated amazing returns over 1999-2008.

 

It literally cut half those returns in 2008-2009, so I tried exporting the data to excel and limitting any value loss to -10 (10% stop loss) and the returns were staggering and nearly double the return over the 12 year period.

 

My Question is:  Is this resasonable (are stop losses actually that effective)?

 

P.S a 5% stop loss is even more effective.


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KMatras
at 04/03/12 11:23 AM : RE: Using stop losses

Thomas
at 04/22/12 12:51 PM : RE: Using stop losses

Balli
at 04/18/12 2:38 PM : RE: Using stop losses

Thomas
at 04/15/12 4:16 PM : RE: Using stop losses

Balli
at 04/03/12 2:48 PM : RE: Using stop losses


Great, thanks for that.


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