Thus, the investors must accept the challenge of getting used to
diverse trading conditions, as well as learning to avoid rapid irrational investments.
The goal of a portfolio is to have a
diverse set of
trading systems so that while one set of systems, based on one set of market
conditions, is going through a drawdown then another set of systems based on different market
conditions will make up for the losses of the systems that are going through the drawdown with profits.