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tclark1

04/19/06 1:50 PM

#29345 RE: positiontrader #29309

With those rules I get the following results:



It does improve the short side stats, but the overall return and yearly averages go down a little.
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Keith K

04/19/06 2:21 PM

#29352 RE: positiontrader #29309

Hey Marc,

I forgot to throw this thought to you a few weeks back...

What you do think about testing the System on a completely different market, for example, XAU? Even cousins like RUT and INDU or whatever. I think that if it succeeds with other breeds who have had differing rhythms/cycles, then the future validity of the system is far more secure.

tclark has expressed many times over the risk of "curve fitting" and I think this kind of testing would help address that issue.

Keith