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No flame intended. But what exactly do you do with 5700 tickers.  200 buys and
200 sell signals a day?  I only have a 1000 and am wondering why I have that
many.
My effort lately has been pruning that number down to a few that will actually
make money.  I've made good returns on just 30 (32% IRR).  I think Jim G has a
great idea in testing them to see if your system ever made any money.  If it
doesn't, then why would you expect it to in the future?  Yes that is a form of
curve-fitting.  But it may work.  Some stocks I can just look at and tell that
my system wouldn't work on it (liquidity, slippage, volatility, etc.)
Kevin Campbell
 
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