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Re: WinLoseOrDraw post# 3697

Tuesday, 07/01/2003 10:21:21 AM

Tuesday, July 01, 2003 10:21:21 AM

Post# of 37180
WLD, don't worry, I'm not a one indicator type of guy. On the other hand, Hulbert is pretty rigorous in tracking methods. Note I say "tracking", not "testing". What's interesting is these results aren't the derived from curve-fitting, data-torturing, or the over-optimization you frequently see when somebody is touting a trading system. These are the real-time performance results during the tenure of HFD.

What's also interesting is that end of month seasonality has a logical explaination - end of month cash flows to institutions and fund managers.

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