[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: omega-digest Digest V99 #260



PureBytes Links

Trading Reference Links

> 1) A system whose parameters vary slightly between different backtest
periods is more likely to run successfully in the future.

> Jay Mackro


ABERRATION:

this is crap look at the muni's, how much the optimal parameters have
changed in 3 years.  this system lends itself better to curve fit than any i
have seen.  it's an aberration all right because you can opto it till it
makes money.  i think that this is criminal and those who trade it are
shooting craps, while drunk.  mb


Commodity Original - 3 Years latter

Soybeans 113  -  123

Wheat 61 -  80

Pork Bellies 118 - 79

Coffee 32 - 61

Sugar 38 - 55

OJ 40 - 50

Silver 85 - 80

Gold 100 - 127

HO 33 - 27

Unleaded 150 - 100

Jap Yen 35 - 61

BP 53 - 76

CD 150 - 77

DX 74 - 80

TNOTES 57 - 53

TBILLS 65 - 69

MUNI'S 120 - 45

i didn't list them all.