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Trading Reference Links
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This is not necessarily about overoptimization, but all systems: the
methodology MUST have dimensional coherency. See Stocks & Commodities
V. 12:5 (218-221): The c-Test by William Eckhardt.
For those who don't know, William Eckhardt was Richard Dennis' trading
partner. Here's his documented trading performance over the last
decade+.
http://iasg.pertrac2000.com/SnapshotPT.asp?ID=114
Mark
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