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Re: Limited life span of mechanical systems?



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> In my view, any analysis that ignores the time-serial
> nature of trading system returns is of limited
> utility.

This is the "trading the equity curve" argument in another wrapper. As
Gary and others have pointed out, a system that is improved by such
methods is probably so bad that I wouldn't care to trade it. A good
system (by my definition) is consistent enough that such methods will
hurt performance.

-- 
  Dennis