S&P 500 Stop Strategies 1/1970-1/98:
q mo:
Stop rr SD 10k -> rr/SD
B&H 8.7% 15.0% 104.1 0.58
1% 0.7 10.9 12.2 0.07
2 4.6 13.6 35.4 0.34
3% 7.1 14.4 68.8 0.50
5% 7.9 14.8 83.5 0.53
7 8.3 15.0 94.3 0.56
10% 8.8 14.9 106.7 0.59+
11 8.8 15.0 105.5 0.59+
15 8.6 15.1 100.7 0.57
20 8.4 15.3 94.8 0.55
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