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DH:
I'm actively trading SoxBall which in the last 60 days has had a PF of better than 3.0. Sure can't say that for OddBall in any flavor. Optimization trap ? Perhaps for those guys who are in denial that they just must find a system that performs well for several years before they will ever trade it (the elusive Holy Grail ?)
Well, I sure cannot argue with the results I'm getting right now, and when (IF) it starts misbehaving I'll dump it for one of my other models that is performing best.
Seems somewhere in your writings I noticed you developed a bit of code for OddBall concerning gaps ? Can you email me the piece of code to experiment with ?
Now at least 7 other traders I know of are trading Soxball and making money from that free contribution to the list.
Regards,
Davis
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