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I optimized my TS2000i adaptive "H L C only" SP500 strategy from 1970 thru
June of 2000.
I traded it from June 2000 to Feb 2001.
I got killed. The system didn't work.
So then I used Winbatch to optimize each year individually.
Then I took the parameters for each year and used them for the NEXT year and
used those results to evaluate the performance.
Results = No losing years and all years beat the SP500.
My conclusion is that my strategy seems to be adapting.
But I would like to hear comments as to whether I should trade it now or do
some more testing.
I vote to trade it now.
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