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Re: QQQ System Test



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At 03:45 PM 5/25/01 -0700, you wrote:
>>... Just curious how this compares with other systems
>> trading QQQ.
>
>first you need to only include your out-of-sample
>performance.  Good would be 100% / year.  Above means
>nothing.

Hi Jack and other readers,

Sounds like you have some experience in this area - would you care to share
some?

When I run a System test on the QQQ, say for the period 11/3/99 - 11/24/00,
I get a long list of results. One for each opt combination. In my case I
get 164 results that give me >100%.

Judging by the percentage gain a large number of those "winners" work just
fine on out-of-sample data for the period 11/24/00 to today.

How do I select the best system from many "good" performers, I mean
something better than just looking at the linearity of the equity charts?

Are there other ways to rate/test a system for future performance?

Thanks for any comments you may have,
Herman.