~20% annual return is good if it can do it over a long period. I checked the link you provided about the system, its max peak-to-valley drawdown is 18.53% during Nov 02, 2011 to Nov 25, 2011. The question to you is if you can bear such risk. If you have $200k invested in the system, for example, how do you feel about losing $37,000 in one month? If the answer is yes, you can do it. Otherwise, you stay away from it.
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07/14/2012 postreply
18:47:30