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Among many useful comments, Gary Funck let the
following possible blooper slip in:
>1) Does the system tend take its trades mostly at the same time across
>the universe of stocks? For example, with 100 trades in a year, you
>would want to see the system take a position in 100 stocks out of
>the S&P 500 all at once, and then sit pat for the rest of the year.
>You wan't have the capital to trade the system, and a correlated set
>of trades will defeatt the purpose of drawdowns.
Gary, am I right in guessing that you really meant, "For example,
with 100 trades in a year, you would NOT want to see the system..."
Owen Davies
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