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Post# of 148479
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hiker

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hiker

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Re: WinLoseOrDraw post# 62891

Thursday, 10/27/2005 12:03:26 PM

Thursday, October 27, 2005 12:03:26 PM

Post# of 148479
What I am saying is there is no correlation between what happens over the next X hours (days, weeks, months) with what happened over the past Y hours (days, weeks, months).

What about market patterns that repeat? I'm thinking about seasonality plays, presidential cycles, or (even simpler) end-of-month index plays. These are independent events. They repeat. Would it not be more profitable to take advantage of these patterns then to pick a "buy" date at random?

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