DCA Calmar Comparison

Backtest parameters · behavioral break-even · realized return estimate
Strategy Parameters
Your Behavioral Threshold
At what drawdown would you realistically consider selling? −30%
−5%−20%−35%−50%−70%+
Behavioral Verdict
Trend-Filtered DCA
Standard DCA
Realized Return — Adjusted for Your Pain Tolerance (−30%)
Calmar Ratio Comparison
Trend-Filtered
Standard DCA