Comparing security market lines for the Step One and Step Two trading systems

Source: www.forexautomaton.com

I continue digesting results of the recent Step One and Step Two back-testing simulation runs. Today I post the risk vs return curves for the sets of virtual traders considered in the course of the optimization, comparing what might be called (in mainstream finance) security market lines for the two modes of trading system operation. Then I zoom in on the range of trading system parameters where Step Two is seen to provide the greatest advantages.


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