RT Hedge LT (test system)
2/21/07 (update) 30% drop in one day (after bad earnings news) b/c vendor held on to position described below. Back to zero now. 2/12/07 a 14% drop in equity in just 1 day for a stock system is too risky for me. Especially if this is caused by just one position (after averaging down into it heavily) in a portfolio of 15 stocks while the broader market is just doing fine. With one bad call the vendor gave away 2 months of profits on a single day.