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Let's say there's a trading system that has a 10 % chance of getting a maximum drawdown >= 50 % over a sample of 10000 trades.
My question:
Is there a way to infer from these numbers how big the maximum drawdown (also with a 10 % chance) could get over a sample of only 100 trades?

share|improve this question
Not without making some assumptions about the distribution of the trades. The only thing you can infer is that the maximum drawdown for 100 trades will be <= 50%. – Joshua Ulrich Sep 1 '13 at 13:41
I see, thanks for the clarification. – steven Sep 2 '13 at 16:30

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