Zorro Z12 Strategy - Z12 strategy for live accounts - 0 views
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tech writer on 06 Mar 23This system exploits the anticorrelation of the Zorro Z1 and Z2 equity curves. By combining Z1 and Z2 to a compound system and letting the algorithms interact, profit can be increased and drawdowns can be remarkably reduced. The Z12 profit exceeds the profit of trading Z1 and Z2 together, while the capital requirement is smaller