← Correlation and diversification
Book 20 of 25 · severe
Drawdown Annex, 14 steps, line at 60
Book parameters
- Starting capital
- 150000
- Capacity
- 40000
- Line (utilization)
- 0.6
- Maximum steps
- 14
- Difficulty (derived)
- severe
The invented book at Drawdown Annex starts at 150000. Capacity is 40000. The line sits at 0.6 of capacity and the path runs 14 steps. The invented series is not a correlation matrix.
| Step | Invented return | Position size | Leverage |
|---|---|---|---|
| 1 | -5.03% | ||
| 2 | -5.32% | ||
| 3 | -4.97% | ||
| 4 | -5.88% | ||
| 5 | 1.19% | ||
| 6 | 2.14% | ||
| 7 | 1.73% | ||
| 8 | 1.16% | ||
| 9 | 1.70% | ||
| 10 | 2.71% | ||
| 11 | 1.75% | ||
| 12 | 1.15% | ||
| 13 | 1.57% | ||
| 14 | 1.13% |
Scored in this browser by the engine when you press the button. The drill itself stores no Outcome and no Quality. Leverage below 1 is not offered here; the engine would still accept it.
Educational only. This is an invented book. Nothing here is investment, legal or tax advice, or a recommendation to enter into any transaction. Outcome and Quality are computed when you score the book, not stored on it.