How robust is a trading system

["Gary A. Serkhoshian" <sevg@xxxxxxxxxx>]

Hello all,

I am curious as to what the common wisdom is on the minimum number of trades
a system needs in order to consider the resulting data valid.

Second item for discussion.  Once I have some backtested data together, is
it appropriate to separate above/below average winners/losers.  To take this
one step further, if I were to group the trades as indicated (above/below
average) and average key measures for each group, how much leeway should I
give the averages if I want to filter out distinguishing characteristics of
the above average winners?

For example, if I find on above average winners that volume for the entry
day is on average +85% of the previous day, would using a volume filter of
+85% be appropriate for real-time trades taken going forward?  Is there a
more representative calculation than average to tell me how a specific group
performs for a given measure (volume, etc.)?

I hope this is clear.  I apologize if this reads like an IRS regulation.
Thanks in advance for your replies.