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>From what I gather, 80 is the number that most of the stop runners tend to
pay attention to...
Chris
----- Original Message -----
From: "Robert Hodge" <r-hodge@xxxxxxxxxxxxxxx>
To: "Mark Brown" <markbrown@xxxxxxxxxxxxx>; <EdCReeve@xxxxxxx>
Cc: <omega-list@xxxxxxxxxx>
Sent: Thursday, December 21, 2000 1:52 PM
Subject: RE: Re[4]: Futures Truth Bashing
> Mark,
>
> You are often spot on when talking about the futures business but in one
> small instance you appear to be wrong.
>
> Although these values are given as the "optimal" for Aberattion its
> developer uses the SAME number for all commodities (80). So whether the
> "optimal" changes or not doesn't matter.
>
> He RECOMMENDS using this SAME number for this parameter for ALL contracts
> and I'm (almost) certain that it is the system using the single 80
invariant
> value that is tracked by Futures Truth.
>
> I've said it before (I think on this list) but much more important to
system
> like Aberration is the CHOICE OF MARKETS TO TRADE IT ON (the system itself
> is "edgeless", ie it has no edge).
>
> It is here that vendors like the seller of Aberration fall over. Every so
> often the recommended portfolios for particular levels of equity are
changed
> (not much, but changed nonetheless). I haven't looked for a while but for
> Aberration the last big one was the inclusion of a few London metals
> contracts in his "global" portfolio. Without metals and every 10yr bond
> future the world has ever known in the portfolio the performance would
have
> been MUCH worse over the last few years...
>
>
> Regards,
>
> Robert
>
>
>
>
>
> -----Original Message-----
> From: Mark Brown [mailto:markbrown@xxxxxxxxxxxxx]
> Sent: 21 December 2000 16:56
> To: EdCReeve@xxxxxxx
> Cc: omega-list@xxxxxxxxxx
> Subject: Re[4]: Futures Truth Bashing
>
>
> Hello EdCReeve,
>
> Eac> I would think that before someone actually sent them a system, they
> would at
> Eac> some point take a look at their main product, which is the printed
> Eac> publication, and this is clearly stated on Page 1 of the printed
> publication.
>
> the lack of consistency in both their story and their media should be
> enough to bring into question their abilities to accurately report
> systems results.
>
> Eac> My challenge to find something specific was evidence of Mark Brown's
> claim
> Eac> that "the models have been tampered with to keep their ranking"
> (Mark's
> Eac> words).
>
> below are the commodities listed in the aberration manual around 1998
> and around 1995 - 22 of the 35 commodities listed had changed their
> optimal input values.
>
> (commodity) (98 values) and (95 values)
>
> corn 69 - 69
> oats 123 - 123
> soybeans 123 - 113
> soy meal 107 - 107
> soy oil - 23 - 23
> wheat 80 - 157
> live cattle 140 - 140
> live hogs 62 - 62
> pork bellies 79 - 118
> cocoa 145 - 145
> coffee 61 - 32
> sugar 55 - 38
> cotton 74 - 75
> orange juice 50 - 40
> copper 150 - 150
> silver 80 - 85
> gold 127 - 100
> platinum 150 - 149
> palladium 119 - 119
> crude oil 33 - 31
> heating oil 27 - 33
> unleaded gas 100 - 150
> jap yen 61 - 35
> german mark 68 - 68
> swiss franc 66 - 65
> british pound 76 - 53
> canadian dollar 77 - 150
> dollar index 80 - 74
> t bonds 148 - 148
> t notes 53 - 57
> t bills 69 - 65
> euro dollar 32 - 32
> muni bonds 45 - 120
> sp 500 91 - 90
> nyse 89 -89
>
> so you argument is that john hill and his bunch didn't know that these
> numbers had been changed to keep this systems rankings in the top ten?
>
>
> big snip of boring stuff..
>
> mark
>
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