I must admit that also I have a drawdown problem with GT-Shadow, but it is alleviated by the fact that the position sizes are really small so it is hardly possible to wake up with the annihilated account. On the other hand, although the GT-Shadow author "proved" mathematically the principle of the expert, having read "The Black Swan: The Impact of the Highly Improbable" by N. Taleb -- I know anything can happen...
