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Re: Aberration & Bet Size



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One problem I had with the trading results I saw in this system was that a
relatively small percentage of the trades accounted for a relatively large
percentage of the gains.  When I look at shorter term systems with lots and lots
of trades - I think it's prudent to throw out a handful of best and worst trades
to eliminate the possibility that the system results aren't simply the result of
luck (good luck or bad luck).  I'm sure there are more mathematically correct way
to evaluate the results - and perhaps someone who knows more about statistics than
I do can comment.  Robyn

Jim Allen wrote:

> I think you may be assuming facts not in evidence, that this mechanical
> system is a "piece o crap ola trading system"...
>