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FWIW (extremely little), I once developed a family of systems based on
an extremely short-term RSI that achieved 96% to 98% wins--without
accidentally looking into the future or committing other blunders--so I
know it's possible. Unfortunately, they all captured less than two
ticks per trade, before commissions and slippage. I think of them as
variants of the Holy Grail, done as dribble glasses.
Owen Davies
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