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I have to agree with Robyn "a relatively small percentage of the trades
accounted for a relatively large percentage of the gains....... 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).". The upper and lower "extreme" results can skew the
results of a study. You can naturally use various methods statistical or
otherwise to do it. I personally remove the upper and lower 5 percentile
(just my rule of thumb).
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