The 2 charts above are monte carlo simulations of a system that I have been working on. The 10 position position sizing gives better results in terms of drawdown than the the 4 positions only test.
See;
http://lightning.he.net/cgi-bin/suid/~reefcap/ultimatebb.cgi?ubb=get_topic;f=15;t=000236;p=1#000010
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