Hi,
First congratulations for the excellent results with all positive months during so many years. That is certainly awesome. Now, I am worrying that the monthly returns have been consistently decreasing over the years. I graphed them and the moving average (one of the real uses of MAs) has been decreasing consistently. Also it seem august is going to be the lowest return ever of the system with even less than 1%.
Is there a systematical degradation of the system we should worry about?

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