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> 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.
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