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Greetings --
I may be misunderstanding your posting, but it implies that your ran IO over
an In-Sample period from 1/1/2003 through 9/5/2006. Almost by definition,
results will always look good over the in-sample period. Refer to my
original posting of this thread -- RAR of 100% in-sample, but unprofitable
out-of-sample. What is your out-of-sample period?
As you study moon phase (or anything else) as an indicator, particularly
with extensive search or optimization, remember to reserve an out-of-sample
period of time to use for validation. If the results in the out-of-sample
period are acceptable, then there may be a profitable indicator. Results
obtained from the in-sample period are Meaningless.
Howard
On 9/5/06, MailYahoo <MailYahoo@xxxxxxxxxxxxxxx> wrote:
>
> *I ran the Moon phase ALF through IO on the SP from 1/1/2003 to present
> see if this was anything to look at further*
>
> * *
>
> *Long only*
>
> * *_
>
> * *
>
> *Mark*
>
>
>
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