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Beyond Oddball? Is that you? :-)
> Why don't you contribute some useful free code to the list which outperforms
> SOXBAll. I dare ya. But I'll bet you don't have it to contribute. You dog story
> only shows ignorance and contributes nothing positive.
Oh, I don't know. I could say you asked for it and let it go at that...
but I'll try to give a serious reply.
The point to my silly story is a good system must work longer than the
last 60 days to be useful (to me.) Otherwise, there is a good chance you
are trading based on a random coincidence rather than a concept that
captures a "true" market characteristic.
There are systems that have performed well over the years. It's a lot of
work to develop one but it can be done. Bob Fulks posted a pretty nice
equity curve based on lowly Oddball. He didn't disclose the code but one
shouldn't need it (or expect it) given the fact that the core idea is in
the public domain.
Maybe Soxball is a good concept. I haven't studied it myself so I can't
say. Before I traded it, I would want to massage the basic idea until it
performed well over a number of years. If I couldn't do that, I wouldn't
be interested in trading it. But that's just me.
--
Dennis
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