Rule-Based Trading Systems

[capt_jmj]

Well, on six sigma day like yesterday, even the dynamic approach isn't enough. However, it was interesting to see that even after the fact, a higher setting did would not have produced better returns over the long baseline period, i.e. there were many more instances where smaller profits were booked that in the aggregate was more than the amount we left on the table yesterday.

Last week was a *very* good week for Merlin traders.