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Re: System's



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>but i'm confused. isn't aberration's supposedly strongest asset is that it
catches the volatile, explosive moves in a commodity mix?

yes but remember what I said "there are many more wiggles in data than there
are strait lines" and so while it catches the occasional trend "which starts
with a violent surge generally"  it gets whipped to death.  i'm the guy
doing the whipping...

>or maybe that's the gotcha, in that you've got to have a mix or basket of
commodities to minimize the drawdowns from the individual commodities. and
it also sounds like that not only is the system itself is curve fit, but the
basket of commodities is curve fit too.

exactly, plus you add the fact i make at least 25- 50 more trades a year
than a trend system does.  you realize that trend systems lend themselves
more to curve fitting than a counter trending method.  see the fewer trades
it makes the better it looks "well buy and hold looks good too" so what's
the use to trade?   the more trades you have the higher the standards of
accountability you have to prove that your model will hold up over time.  if
it does then you have discovered the true personality "which is not seen by
the human eye" of that particular market.

but, like i said i believe people must trade a system based on their
personal preferences as long as they have money to do it with.   when you
run out of money then maybe you need to rethink what your doing.
interesting note:  i did this several times, i do not today trade what my
personal preference is, i trade what i have found to be profitable "medium
term counter trend trading"

mark brown


>
> vegas anyone?
>
> TJ