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At 08:29 PM 7/10/98 -0700, you wrote:
>Tim wrote:
>> Anyone want to look at the statistics on this? And/or maybe comment on
what the
>> system is doing [In english]?
>
>Well, the "what's it doing" part is easy enough. If the 30 day average
>is above the 75 day average, you buy a breakout of the 21 day high. Hold
>until the 30 day average crosses below the 75 day average. Reverse the
>rules for shorts.
>
>About the stats, I really can't comment other than to note that it only
>traded 3 times in the last 4 years (probably all longs :-) with the
>average trade lasting 212 days. I'm not sure how valid the statistical
>measures of performance are on only 3 trades. But, I don't know anything
>about the Rina index, etc. so maybe someone can tell us what those
>numbers mean.
>
>--
> Dennis
3 trades aren't even close to statistically significant. Need a minimum of 30.
FPI
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