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Post# of 1986
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Trade Ideas

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Trade Ideas

Re: tbam post# 1450

Thursday, 11/26/2009 12:16:04 AM

Thursday, November 26, 2009 12:16:04 AM

Post# of 1986
Go with the latter theory - definitely. I do not consider robustness to be a strategy's ability to work equally well on both sides of the trade.

What I do consider robust is taking the ratio of the average winner over the average loser and seeing numbers like 3:1 or 4:1
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