Strategy Central

[capt_jmj]

PT, I am beginning to wonder if there even is a top on this. I suppose if you went back and calculated returns based on perfect trading, which you could do pretty easily just by look at the *next* day's results, you would establish an upper bound, but in a system like this, you want to scrupulously avoid that, since that conveys to the system the gift of clairvoyance.