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>From my reading to date 30 to 40 trades over the portfolio is considered
statistically relevant.
Ross
----- Original Message -----
From: <VBatla@xxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Saturday, July 15, 2000 6:30 AM
Subject: A question about system design.
> In testing a system I understand that you need at least 30 - 40 trades
before
> you can accurately evaluate it.
>
> What if you have a system that only trades 10 - 15 times over a 15 year
> period? The one I'm testing holds close to that frequency over 38 markets
> that I tested it on. About 75% of those markets show a profit. The
question
> is: should the system make 30 - 40 trades per market or per portfolio
before
> it can be taken seriously?
> [Of course all of the parameters are the same for each market.]
>
> Thanks in advance for any opinion,
>
> Vince
>
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