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Really ?
I remember doing EMA's on my TI59 eons ago and recording
the "programs" for stuff like MACD's etc. on mag cards.
--- In amibroker@xxxxxxxxxxxxxxx, "palsanand" <palsanand@xxxx> wrote:
> Hi,
>
> Sorry, I have signed agreements that I will not disclose the name
or
> contents or specifics of this system to anyone else in any manner,
> verbal, written or electronically. I had to do this in-order to
buy
> this system.
>
> If I did disclose, it would be a copyright violation and I could be
> sued for it.
>
> When I bought the system it was somewhat crude, mainly because the
> original inventor of this system was using simple moving averages
> because you really need a computer to calcluate an exponential
moving
> average and computers were not available during those times... I
> have put in an enormous amount of hard work to perfect it.
>
> Even if I can disclose, I know that if one had developed a highly
> successful system, one might be very reluctant to put it on the
> market for everyone to use.
>
> I can only discuss strategy and publish results.
>
> Regards,
>
> Pal
> --- In amibroker@xxxxxxxxxxxxxxx, "Fred" <fctonetti@xxxx> wrote:
> > Pal,
> >
> > Since it would appear, please correct me if I'm wrong, that the
> > system you keep refering to is one that is commercially
available,
> I
> > can understand why you won't/can't supply the details of it, but
> can
> > you tell us whose system it is and where it's being marketed ?
URL
> > etc.
> >
> > Thanks, Fred
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "palsanand" <palsanand@xxxx>
> wrote:
> > > Hi All,
> > >
> > > Although I have never personally worked with any of the systems
> > > covered by Futures Truth, I have no doubt that they are all
curve-
> > > fitted. Any 'system' that purports to specialize in one market
is
> > > optimized for that particular set of data.
> > >
> > > Some people will say that different markets have individual
> > > characteristics or personalities. This may be true to a limited
> > > extent. However, in testing, a computer doesn't 'know' what
> market
> > it
> > > is examining. All the computer knows is a bunch of numbers
> (highs,
> > > lows, closes), from which it attempts to produce an algorithm
to
> > > explain or predict price behavior.
> > >
> > > For a system to be valid, it should work over a given set of
> > numbers
> > > (data). Whether those numbers have a name such as 'Beans"
> > or 'Bonds"
> > > is (and should be) irrelevant to the data and to the testing
> > program.
> > >
> > > Lots of systems make money when they trend and lose money when
> they
> > > don't. This is not surprising. The best that you can hope for
> is
> > to
> > > create a system that is profitable over time over a wide range
of
> > > markets. Systems such as the Turtles use, makes money when the
> > > markets trend and loses money when they don't (no surprise).
> > >
> > > Since trendiness is a proven characteristic of commodity
markets,
> > > given a long enough sample period (i.e. ten years) almost all
the
> > > markets yield positive results.
> > >
> > > However, in any given year, since there are only a few good
> trends,
> > > most of the markets will prove unprofitable. This is not a
reason
> > to
> > > abandon the system, or to eliminate (temporarily) unprofitable
> > > markets from the portfolio. In fact, the markets that have lost
> the
> > > most money recently (due to being in a consolidation) will
> probably
> > > be the best in the future (when they finally hit a trend).
> > >
> > > Finally, If one could learn to tell when the markets will trend
> and
> > > when they will be in a trading range, they wouldn't need to
know
> > much
> > > else to make money. One can visually eyeball a chart and tell
if
> > it's
> > > in a trend or consolidation, but that still doesn't tell one
much
> > > about the future.
> > >
> > > Regards,
> > >
> > > Pal
> > > --- In amibroker@xxxxxxxxxxxxxxx, "palsanand" <palsanand@xxxx>
> > wrote:
> > > > Steve,
> > > >
> > > > I don't use this Aberration system, so I can't comment on
it.
> I
> > do
> > > > know that Futures Truth tests a lot of systems which are
> > > essentially
> > > > curve-fitted...
> > > >
> > > > I compare all systems with my primary trading system which
> works
> > > for
> > > > all markets (Stocks, Futures and FOREX) and has been in R&D
for
> > > over
> > > > 45 years. It is also the most accurate T-Bond trading system
> > ever
> > > > developed... I have collected/developed over 140 systems but
> I'm
> > > yet
> > > > to find another system other than my primary trading system
> with
> > > > which I can trade with absolute confidence and even convert
my
> > > losing
> > > > positions into profit... The rest of the 139 or so systems
> have
> > > been
> > > > reduced to simple verification systems....
> > > >
> > > > George Patton once said that a Warriors greatest asset is his
> > self-
> > > > confidence...
> > > >
> > > > Regards,
> > > >
> > > > Pal
> > > > --- In amibroker@xxxxxxxxxxxxxxx, "CedarCreekTrading"
> > > <kernish@xxxx>
> > > > wrote:
> > > > > Pal,
> > > > >
> > > > > For a system to be valid, it must work on all numbers
tested,
> > not
> > > > just those with certain names and not others
> > > > > with different names.
> > > > >
> > > > > Try telling Keith Fitchen that (the author of Aberration,
the
> > > most
> > > > successful mechanical system ever sold ... check out Futures
> > > Truth).
> > > > First, Keith will tell you that his wildly successful
approach
> > DOES
> > > > NOT work on equities. Second, Keith will tell you that he
only
> > > > trades a basket of six commodities. I believe both these
> > > principles
> > > > are directly contrary to your opinions about optimizing and
the
> > > > selection of issues to be traded.
> > > > >
> > > > > If a system works on Bonds and not on Beans, this system is
> > curve
> > > > fitted over a specific set of data (Bonds) and it loses all
> > > > statistical validity.
> > > > >
> > > > > Wrong, wrong, wrong. If I have an approach that has worked
> on
> > > > Bonds for ten years and it doesn't work on beans...BFD.
Should
> I
> > > > abandon a robust approach to trading Bonds...because I can't
> > > > make "beans" on Beans?
> > > > >
> > > > > Beware of drinking other people's bath water and whatever
you
> > do,
> > > > don't drink the Kool Aid .
> > > > >
> > > > > Take care,
> > > > >
> > > > > Steve
> > > > >
> > > > >
> > > > > ----- Original Message -----
> > > > > From: palsanand
> > > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > > Sent: Monday, October 20, 2003 9:43 AM
> > > > > Subject: Objective functions (was RE: [amibroker] Re:
> > > > Optimization -- again)
> > > > >
> > > > >
> > > > > Hi,
> > > > >
> > > > > In my mind, curve fitting means either using different
> > systems
> > > > for
> > > > > different markets, or using different parameters of the
> same
> > > > system
> > > > > for different markets, and this is not valid technical
> > analysis.
> > > > >
> > > > > Historical testing via computer means feeding a set of
> > numbers
> > > > (open,
> > > > > ow, close prices), and receiving back an output set of
> rules
> > > that
> > > > > hopefully will make money trading. The numbers themselves
> do
> > > not
> > > > have
> > > > > names, and the computer doesn't recognize the difference
> > > > > between 'Beans' or 'Bonds'. For a system to be valid, it
> must
> > > > work on
> > > > > all numbers tested, not just those with certain names and
> not
> > > > others
> > > > > with different names.
> > > > >
> > > > > If a system works on Bonds and not on Beans, this system
is
> > > curve
> > > > > fitted over a specific set of data (Bonds) and it loses
all
> > > > > statistical validity. To believe it will work in the
future
> > as
> > > it
> > > > has
> > > > > worked in the past is very dangerous.
> > > > >
> > > > > Also, different markets do not have different
> personalities.
> > > > Again,
> > > > > they are reduced to just being a set of numbers or a
bunch
> of
> > > > > algorithms. If a channel breakout (or any other) method
is
> > > > > successful, then the same parameter must be used for all
> the
> > > > markets,
> > > > > for the same reasons as above. You cannot use a 20-day
> > channel
> > > in
> > > > > Silver and a 40-day channel in Corn, this also falls
under
> > the
> > > > crime
> > > > > of curve fitting.
> > > > >
> > > > > I therefore take exception to any system, that either
only
> > > trades
> > > > one
> > > > > specific market or group of markets, or trades different
> > > markets
> > > > > using different parameters or rules of the same system.
All
> > > this
> > > > > proves is what has worked best in the past, and this will
> > > usually
> > > > not
> > > > > continue to work in the future, as there is no
correlation
> > > under
> > > > this
> > > > > scenario.
> > > > >
> > > > > This is not specifically written to condemn vendors. This
> is
> > a
> > > > > clarification of my definitions of 'optimizing'
and 'curve
> > > > fitting',
> > > > > and a warning as to what types of trading systems may be
> > valid
> > > > and
> > > > > what to stay away from.
> > > > >
> > > > > Regards,
> > > > >
> > > > > Pal
> > > > > --- In amibroker@xxxxxxxxxxxxxxx, "Dave Merrill"
> > > <dmerrill@xxxx>
> > > > > wrote:
> > > > > > thanks, I'll check it out if I can find it.
> > > > > >
> > > > > > I'm sure I'm ignorant, but how logic or sound trading
> > > > principles
> > > > > can be used
> > > > > > to set an MA period (for instance) without examination
of
> > > past
> > > > > history
> > > > > > escapes me. as does the distinction between using past
> > > history
> > > > or
> > > > > > 'experience' to do that and optimization. as does the
> > > > justification
> > > > > for
> > > > > > seeing optimizations from one point in time as somehow
> > > blessed
> > > > > above all
> > > > > > others.
> > > > > >
> > > > > > dave
> > > > > > I would have to refer you to an article published by
> > > Futures
> > > > > Magazine
> > > > > > concerning optimization and its research value in
> > November
> > > > 20?? by
> > > > > > Kent Calhoun.
> > > > > >
> > > > > > Possibly the only way to do it correctly, is to first
> > > arrive
> > > > at a
> > > > > set
> > > > > > of parameters and algorithm based on logic,
experience,
> > or
> > > > sound
> > > > > > trading principals that won't be subject to change.
> Then
> > do
> > > a
> > > > walk
> > > > > > forward with no attempt to improve results via
> > optimization.
> > > > > >
> > > > > > Regards,
> > > > > >
> > > > > > Pal
> > > > > >
> > > > > >
> > > > > > --- In amibroker@xxxxxxxxxxxxxxx, "Dave Merrill"
> > > > <dmerrill@xxxx>
> > > > > > wrote:
> > > > > > > Pal, couple questions/comments.
> > > > > > >
> > > > > > > - are you saying that 30 "occurrences" in any
system
> > > > produces
> > > > > 95%
> > > > > > accuracy?
> > > > > > > 30 trades? regardless of the market or trading
system
> > > rules
> > > > or
> > > > > time
> > > > > > frame?
> > > > > > > what's the basis for saying this?
> > > > > > >
> > > > > > > - could you explain "select stable parameters with
an
> > > > equity
> > > > > shift
> > > > > > less than
> > > > > > > the parameter shift after equity spikes have been
> > > > eliminated"? I
> > > > > > don't
> > > > > > > understand what you mean.
> > > > > > >
> > > > > > > - just fyi, your last paragraph seems to be trying
to
> > > > convince
> > > > > me
> > > > > > that
> > > > > > > optimizing is good, probably in response to my
> > asking "if
> > > > you
> > > > > > prefer not to
> > > > > > > optimize parameters, how do you set them?". I asked
> > that
> > > > only
> > > > > > because you
> > > > > > > said, "I prefer a system to work without
> optimization",
> > > > which I
> > > > > > thought was
> > > > > > > a nice goal, but one I don't understand how to
> achieve.
> > > > seems
> > > > > that
> > > > > > you don't
> > > > > > > actually intend to avoid optimization either, since
> you
> > > then
> > > > > > discuss how you
> > > > > > > do it.
> > > > > > >
> > > > > > > dave
> > > > > > > There is a correct method to optimize any system
> that
> > is
> > > > > > > statistically valid, 30 occurrences with 95%
> accuracy.
> > > > > > >
> > > > > > > The key to optimization is to select stable
> > parameters
> > > > with an
> > > > > > equity
> > > > > > > shift less than the parameter shift after equity
> > spikes
> > > > have
> > > > > been
> > > > > > > eliminated. This process creates stability for
> > optimal
> > > > > parameters
> > > > > > > shifts within the four technical market phases.
> > > Parameter
> > > > > shift is
> > > > > > > always geometric, but equity shift decline
relative
> > to
> > > > > unstable
> > > > > > > parameter selection is usually exponential.
> > > > > > >
> > > > > > > All systems are optimized to some degree. As soon
> as
> > a
> > > > trader
> > > > > > chooses
> > > > > > > to enter a trade on the open as opposed to the
> > > > high/low/close
> > > > > of
> > > > > > day,
> > > > > > > he has made a decision as to how a system should
be
> > > > traded.
> > > > > Does
> > > > > > he
> > > > > > > know the high/low/close of day entry is better
than
> > the
> > > > next
> > > > > > opening
> > > > > > > for an entry? If not why not? A potential 28%
> > > difference
> > > > in
> > > > > > > profitability exists for channel system entries
> > between
> > > > opens
> > > > > and
> > > > > > > closes.
> > > > > > >
> > > > > > > The purpose of trading is to consistently make
> money.
> > > > This is
> > > > > > done by
> > > > > > > having the best information available. If a
trader
> > does
> > > > not
> > > > > know
> > > > > > the
> > > > > > > best entry for his system, what is he trying to
> > prove?
> > > > That
> > > > > the
> > > > > > > system isn't optimized? To lose money because a
> > trader
> > > is
> > > > > > ignorant of
> > > > > > > his systen's best parameters is foolish.
> > > > > > >
> > > > > > > Regards,
> > > > > > >
> > > > > > > Pal
> > > > > > > --- In amibroker@xxxxxxxxxxxxxxx, "Dave Merrill"
> > > > > <dmerrill@xxxx>
> > > > > > > wrote:
> > > > > > > > one question pal: if you prefer not to optimize
> > > > parameters,
> > > > > how
> > > > > > do
> > > > > > > you set
> > > > > > > > them? or do you have some kind of trading rules
> > that
> > > > don't
> > > > > have
> > > > > > time
> > > > > > > > constants, trigger levels, etc, that need to be
> set?
> > > > > > > >
> > > > > > > > dave
> > > > > > > >
> > > > > > > > I thought I might throw in my 2 cents.
> > > > > > > >
> > > > > > > > Vendors love optimization, because it can
> > generate
> > > > eye
> > > > > popping
> > > > > > > > hypothetical profits which has no connection
to
> > > real-
> > > > time
> > > > > > trading.
> > > > > > > >
> > > > > > > > I prefer a system to work without
optimization.
> > But
> > > > if I
> > > > > have
> > > > > > to
> > > > > > > do
> > > > > > > > it, I would make sure that the optimization
is
> > > robust
> > > > in
> > > > > the
> > > > > > > > following manner:
> > > > > > > >
> > > > > > > > 1. The sample size of data should be large
> enough
> > > to
> > > > > represent
> > > > > > > real-
> > > > > > > > time market conditions - bull, bear and
> sideways
> > > > markets.
> > > > > > > >
> > > > > > > > 2. The look-back period should be as large as
> > > > possible
> > > > > for the
> > > > > > > same
> > > > > > > > reasons.
> > > > > > > >
> > > > > > > > 3. The testing of optimizable parameters
should
> > be
> > > on
> > > > out
> > > > > of
> > > > > > > sample
> > > > > > > > data using walk-forward analysis.
> > > > > > > >
> > > > > > > > 4. The Central Limit Theorem says that for a
> > sample
> > > > to
> > > > > assume
> > > > > > the
> > > > > > > > characteristics of the population, the size
of
> > > sample
> > > > > should
> > > > > > be
> > > > > > > > large. The minimum sample size should be
around
> > 30.
> > > > But
> > > > > since
> > > > > > an
> > > > > > > > uptrend or downtrend can last for say 50
> periods,
> > I
> > > > would
> > > > > > have a
> > > > > > > > minimum sample size of 100 periods making
sure
> > that
> > > > the
> > > > > full
> > > > > > > market
> > > > > > > > cycle is there (uptrend, downtrend and
> > congestion).
> > > > > > > >
> > > > > > > > 5. The optimizable parameters should be as
few
> as
> > > > > possible and
> > > > > > > tested
> > > > > > > > in a wide variety of markets.
> > > > > > > >
> > > > > > > > Curve-fitting is like rolling a fair dice
with
> 1/6
> > > > > > probability of
> > > > > > > > getting any number from 1 to 6, rolling it 5
> > times,
> > > > > getting
> > > > > > #6, 4
> > > > > > > out
> > > > > > > > of 5 times (80%) of time.
> > > > > > > >
> > > > > > > > A lot of traders fall in the trap of curve-
> > fitting
> > > > without
> > > > > > being
> > > > > > > > aware of it. So when designing a system, it
is
> > > > important
> > > > > to
> > > > > > keep
> > > > > > > your
> > > > > > > > guard up as far as curve-fitting is concerned.
> > > > > > > >
> > > > > > > > Regards,
> > > > > > > >
> > > > > > > > Pal
> > > > > > > > --- In amibroker@xxxxxxxxxxxxxxx, "Gary A.
> > > > Serkhoshian"
> > > > > > > > <serkhoshian777@xxxx> wrote:
> > > > > > > > > Fred,
> > > > > > > > >
> > > > > > > > > Could you narrow-down your idea of a
> reasonable
> > > > sample
> > > > > size
> > > > > > for
> > > > > > > > backtests. You've been hinting at rather
> > sizeable
> > > > > backtesting
> > > > > > > > periods, but would like to put some numbers
to
> > it.
> > > > Also
> > > > > > wonder if
> > > > > > > > you use # of trades as a guide versus period
of
> > > time
> > > > for
> > > > > > > backtesting
> > > > > > > > period.
> > > > > > > > >
> > > > > > > > > Thanks,
> > > > > > > > > Gary
> > > > > > > > >
> > > > > > > > > Fred <fctonetti@xxxx> wrote:
> > > > > > > > > There are a lot of questions and
provacative
> > > > statements
> > > > > in
> > > > > > your
> > > > > > > > post,
> > > > > > > > > only one of which from my perspective needs
an
> > > > > > answer/response.
> > > > > > > > >
> > > > > > > > > Market behavior will continually change
after
> > > > that ...
> > > > > > > > >
> > > > > > > > > Change ? from what ? into what ? I guess
this
> > is
> > > > the
> > > > > part I
> > > > > > > don't
> > > > > > > > > follow. To me there is nothing new in
market
> > > > behavior
> > > > > now
> > > > > > that
> > > > > > > > > didn't exist last month, last year, last
> > decade,
> > > > last
> > > > > > century,
> > > > > > > but
> > > > > > > > > clearly those that take a short sighted
view
> of
> > > > history
> > > > > and
> > > > > > the
> > > > > > > > > market action that made up that history
will
> > > > clearly
> > > > > never
> > > > > > see
> > > > > > > it.
> > > > > > > > > It's a forest and trees thing ...
> > > > > > > > >
> > > > > > > > > --- In amibroker@xxxxxxxxxxxxxxx, "Dave
> Merrill"
> > > > > > <dmerrill@xxxx>
> > > > > > > > > wrote:
> > > > > > > > > > I'm not trying to be argumentative,
honest
> (:-
> > > > )... I'm
> > > > > > more
> > > > > > > than
> > > > > > > > a
> > > > > > > > > little
> > > > > > > > > > sick of saying the same thing over and
> over,
> > > but
> > > > I j
> > > > > u s
> > > > > > t
> > > > > > > d o
> > > > > > > > > n ' t g
> > > > > > > > > > e t i t .
> > > > > > > > > >
> > > > > > > > > > ------------------------------
> > > > > > > > > >
> > > > > > > > > > I fail to see the huge difference in
> > principle
> > > > between
> > > > > > equity
> > > > > > > > > feedback and
> > > > > > > > > > backtesting.
> > > > > > > > > >
> > > > > > > > > > let's start by assuming that backtesting
> > > > performance
> > > > > of a
> > > > > > > system
> > > > > > > > > and its
> > > > > > > > > > parameters over some period of past data
> > tells
> > > you
> > > > > > something
> > > > > > > > about
> > > > > > > > > its
> > > > > > > > > > future performance. it's not a perfect
> > > predictor,
> > > > but
> > > > > > it's the
> > > > > > > > best
> > > > > > > > > evidence
> > > > > > > > > > we have. does this seem like a reasonable
> > > > starting
> > > > > point?
> > > > > > what
> > > > > > > > > alternative
> > > > > > > > > > is there?
> > > > > > > > > >
> > > > > > > > > > if that's true, why is it better to do it
> > only
> > > > once?
> > > > > what
> > > > > > > > > justification is
> > > > > > > > > > there for picking one examination period
> over
> > > > another?
> > > > > > clearly
> > > > > > > > > market
> > > > > > > > > > behavior will change continually after
> that.
> > > > don't we
> > > > > > need a
> > > > > > > way
> > > > > > > > of
> > > > > > > > > working
> > > > > > > > > > that looks at what's been happening and
> > evolves
> > > > our
> > > > > > response?
> > > > > > > > > >
> > > > > > > > > > sounds like we examine performance up to
> some
> > > > point
> > > > > and
> > > > > > > adjust,
> > > > > > > > > trade with
> > > > > > > > > > the best-choice system and parameters for
a
> > > > while,
> > > > > then
> > > > > > > examine
> > > > > > > > and
> > > > > > > > > adjust
> > > > > > > > > > again later. make sense? what alternative
> is
> > > > there?
> > > > > > > > > >
> > > > > > > > > > so then, how often do we re-examine
> > performance
> > > > > history?
> > > > > > to
> > > > > > > put it
> > > > > > > > > > differently, how long do we ignore any
> > changes
> > > in
> > > > > market
> > > > > > > dynamics
> > > > > > > > > that may
> > > > > > > > > > or may not have occurred? why would
> > > intermittently
> > > > > > refusing to
> > > > > > > > look
> > > > > > > > > and
> > > > > > > > > > respond improve system performance or
> > > reliability?
> > > > > > > > > >
> > > > > > > > > > if that needs to be done, why not have
the
> > > system
> > > > > itself
> > > > > > do
> > > > > > > it,
> > > > > > > > as
> > > > > > > > > part of
> > > > > > > > > > its inherent operation? why is it better
> for
> > us
> > > > as an
> > > > > > outside
> > > > > > > > agent
> > > > > > > > > to
> > > > > > > > > > periodically run some separate tests,
reach
> > > into
> > > > the
> > > > > > > internals of
> > > > > > > > > the
> > > > > > > > > > system, and change stuff?
> > > > > > > > > >
> > > > > > > > > > or should we just continue with the
system
> > and
> > > > > parameters
> > > > > > we
> > > > > > > > choose
> > > > > > > > > at the
> > > > > > > > > > beginning? are they somehow more valid
than
> > > what
> > > > we'd
> > > > > > choose
> > > > > > > > later,
> > > > > > > > > using
> > > > > > > > > > the same backtesting methods, but on a
> > > different
> > > > date
> > > > > > range of
> > > > > > > > data?
> > > > > > > > > >
> > > > > > > > > > ------------------------------
> > > > > > > > > >
> > > > > > > > > > I realize that even if it seems to make
> sense
> > > > > logically,
> > > > > > this
> > > > > > > all
> > > > > > > > a
> > > > > > > > > complete
> > > > > > > > > > crock if no systems put together like
this
> > even
> > > > > backtest
> > > > > > well,
> > > > > > > > > never mind
> > > > > > > > > > forward testing.
> > > > > > > > > >
> > > > > > > > > > but every time I think about abandoning
> this
> > > line
> > > > of
> > > > > > > research, it
> > > > > > > > > seems like
> > > > > > > > > > the first thing I'd want to do with a new
> > > system
> > > > > would be
> > > > > > > (let me
> > > > > > > > > guess),
> > > > > > > > > > test and possibly adjust it using data up
> to
> > > some
> > > > > date,
> > > > > > then
> > > > > > > run
> > > > > > > > > with it for
> > > > > > > > > > a while after that and see if equity
growth
> > is
> > > > good.
> > > > > if
> > > > > > it is,
> > > > > > > > I'd
> > > > > > > > > want to
> > > > > > > > > > lather, rinse and repeat with other in
and
> > out
> > > of
> > > > > sample
> > > > > > > data, to
> > > > > > > > > make sure
> > > > > > > > > > that wasn't coincidence.
> > > > > > > > > >
> > > > > > > > > > sounds way too familiar to be a
completely
> > > > different
> > > > > > animal.
> > > > > > > > > >
> > > > > > > > > > dave
> > > > > > > > > > From: Fred [mailto:fctonetti@x...]
> > > > > > > > > >
> > > > > > > > > > That IS what I was trying to say. I
> > suspect
> > > > because
> > > > > > equity
> > > > > > > > feed
> > > > > > > > > back
> > > > > > > > > > is like looking in a rear view mirror,
> > great
> > > for
> > > > > > letting us
> > > > > > > know
> > > > > > > > > > where we were and how we could have
> > adjusted
> > > > the
> > > > > past to
> > > > > > > make it
> > > > > > > > > > better, but that's about it.
> > > > > >
> > > > > >
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