Thanks jcl.
Re. Reinvest: So you're saying at each cycle the backtest computes
NewCapital = PreviousCycleStartCapital + 90% * ( PreviousCycleEndCapital - PreviousCycleStartCapital )
And then reinvests based on NewCapital, with the remaining 10% of growth staying in the Account uninvested?
Is this what someone running the strategy live should also do for safe trading?
Re. Bond/treasury:
a) Suggestion: In the manual, use "Bonds" - maybe something like "Bonds, e.g. Treasuries".
b) If one has 10 Bonds in AssetsZ9.csv, when "no sector or index has any positive momentum" does each of those bonds get 10% (i.e., evenly distributed)?
Thanks.