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FWIW, probably about as much as any specifically optimized scenario...
using QQQ, same dates, simple StochRSI with the same parameters, my usual AA
settings (same as posted but buy/sell at avg price next day, $10
commission), here are optimized results for various kinds of stops:
stop type stop return MDD
-----------------------------------------
loss 16% 1307.43% 38.16%
trailing 18% 1469.53% 32.74%
nBar 8 1531.83% 41.07%
profit 10% 1951.16% 45.02%
both profit and loss, profit 18%, loss 24%
1315.61% 42.81%
both profit and trailing, profit 10%, trailing 18%
2143.50% 31.69%
Dave
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