T/A ETF AND INDEX

[JLS]

capt ...

I don't know why you keep dwelling on global warning. I have my own opinion on that, and it is probably close to yours; but it has nothing to do with stock trading or logical proof.

If, for example, I set out to prove that I can train unknowledgeable and neophyte investors to follow a mechanical system and successfully trade a complex market such as the futures market, and I succeed at doing that, then the proof is made.

Yet another example: if I flip a coin in an attempt to prove it is possible to flip up heads; all I need to do is to flip up heads once to prove the point correct. There … I left the window open for you to claim the trading experiment can never be repeated with statistical significance. You should know, however, that some of the off-the-street members of that test group have gone on to manage their own public investment companies.

Validation of the Turtle model is provided as coursework in risk management at New York University. You can download a description of that course at:

http://cs.nyu.edu/~sk1759/ModelValidation.pdf

As you read that document, you will see that you can get a complete description of the Turtle Trading Rules at:

http://bigpicture.typepad.com/comments/files/turtlerules.pdf

I don't use those rules, but I do use their indicators.