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I am not sure if you sorted things out on this one. There was one big change
in the last year that affected the number of advancers in the NYSE. The
conversion from fraction to decimal. The result has been a reduction in the
issues unchanged. This results in bigger swings in the numbers.
Jim Bronke
----- Original Message -----
From: <LScharpen@xxxxxxx>
To: <trad_delist_payback@xxxxxxxxx>
Cc: <omega-list@xxxxxxxxxx>
Sent: Thursday, December 27, 2001 11:17 AM
Subject: Re: Oddball system performance
> In a message dated 12/27/01 9:44:42 AM Pacific Standard Time,
> trad_delist_payback@xxxxxxxxx writes:
>
> << From 10-1 forward, except for 11-01 through 11-21, and
> perhaps last 2 or 3 days, Mark Brown's OddBall system
> has been rather remarkable at predicting turns in the
> S&P futures (profit factors above 5 for long
> trades/above 2 for shorts and great ROI's). Compared
> to past years, The OddBall system applied to the SPZ1
> contract has really shined.
>
> Anybody care to venture what market forces are driving
> this feat (What has changed ?).
> >>
>
> Personally, I think what you are asking about is difficult to sort out.
> Personally, I think what you are seeing is just 'one of those things'.
I've
> got data on Oddball going back to the Jun '98 contract. The 4 contracts
with
> 2001 dates have the three BEST (in terms of P/L rank order Jun Mar Dec)
and
> the WORST (Sept) contract for this period. There have been just 5
contracts
> which proved 'red' (showed a loss) .... FOUR of these unprofitable
contracts
> were in 1999 and the 5th was Sept 2001. I've made attempts to try to see
> 'what's different' amongst these different time periods and have struck
out
> at every turn. Good luck in sorting it all out!
>
> Lee Scharpen
>
>
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