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by MichaelCovel
Thu Jul 16, 2009 2:31 pm
Forum: Testing and Simulation
Topic: Is the built-in Donchian system too good to be true?
Replies: 24
Views: 17504

I can only assume that complacency is what led to a few very bad years for JWH and Dunn. Judging by the way AUM evaporated, both firms looked to be very close to closing their doors. I don't think that is a wise assumption. Dunn's performance for 2008 was outstanding (+51%). Same with Henry. A rece...