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Re: "You show me any system, and I will show you a system
that can and will fail."
KEY WORD: Fail.....how to define failure ?
1) Sharpe ratio below 2 ?
2) win/loss ratio below 50% ?
3) Annual Rate of Return below 50% ?
By way of comparison:
Many professional baseball players hitting .500 or better ?
Have they "failed" ?
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