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Ah, I see the Krieger marketing machine is still alive and well. :-)
> March S&P500 - 5 Min
> Average winning trade --- $443.06
> Average losing trade --- $ -400.00
> Avg trade (win & loss) --- $ 259.78
> Avg # bars in winners -------- 2
> Avg # bars in losers ------ 1
Astute system traders will have no problem seeing the fallacy in those
numbers. No doubt he's using the built-in stops (problem 1 - # bars in
losers = 1) and his average trade is one SP point (problem 2). Subtract
reasonable slippage and commission from the average trade and you
get..... To quote Monty Python, "run away, run away."
--
Dennis
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