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Re: MB's AAMA vs OddBall, any comments?



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In a message dated 6/3/02 8:53:29 AM Pacific Daylight Time, dtodd@xxxxxxxxx 
writes:

<< I tried using a standard AMA recently to do exactly that, but was not able,
 myself anyway, to make it work better. What might come out of it is that
 Oddball may work over a longer period of time??!!?? Backtesting for me
 beyond 2000 shows Oddball result were just break even! nothing like what has
 been seen since!
 
 That was my results anyway!
 
 Dennis Todd >>

Dennis,

How far back did you go ... prior to 2000?  I've gone back as far as the Sept 
'98 s&p futures contract.  Oddball hit a bad patch for the 4 contracts from 
Mar to Dec '99 .... all 'losers'.  Those 4 (in a row no less) plus the Sept 
'01 contract are the only  losing contracts I found.  It's currently working 
on its 6th with the Jun '02 contract .... but it's got a few days to put 
things right yet.  When it's good, it's very very good ... and when it's bad 
it's awful  (I stole that line from someplace <g>).

Regards,

Lee