THE MINE SYSTEM – PRUDENT

The equity curve above shows the cumulative % daily returns of The Mine  trading system (prudent version) tracked each day at the close. The curve comprises about 2770 trading days.

CAGR = 112%

monthly max drawdown = -15,95%

daily compounded maximum drawdown = -20,57%

trade frequency = nearly every day

The Mine exploits GDX etf price behavior. The backtest extends from the inception of  GDX inception in May 2006 to present.

What about the compounding effect?  The extremely low drawdown of The Mine system allows traders to reinvest profits without incurring excessive financial losses. Below is the compounded equity curve:

$10,000 invested in May 2006 would have grown to over $39.121.200 by the beginning of March 2017.

The risk remains low even though gains are reinvested.

Lastly, the compounded drawdown chart:

Below, you can look at the cumulative monthly percentage returns (not compounded):

 

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