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It is a good practice, when analyzing trading systems, to subtract out the
top 5% & the bottom 5% of the all trades. This will help you determine if
there is real consistency in the system. The truth will be known then.
There also was a article in Omega Magazine a few months back that outlined
some great thoughts to keep in mind when building or testing trading
systems. Sorry can't recall the issue. Anyone know?
Richard Chehovin
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