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Thanks for the information.
Do you think the general concept of trend-following systems that trade a
portfolio of securities using the same rules and parameters, and
position-sizing, is not a good one, and that single-market systems that do
not deteriorate over time are possible and superior?
> -----Original Message-----
> From: Mark Brown [mailto:markbrown@xxxxxxxxxxxxx]
> Sent: Sunday, April 13, 2003 8:53 PM
> To: omega-list@xxxxxxxxxx
> Subject: Re[6]: Available Portfolio testing programs for TS2000i
>
>
> Hello Charles,
>
> CJ> I have never seen an Aberration manual and do not trade it.
>
> well i have two manuals and have traded it "myself". it sucks and the
> manuals have an "optimal" setting for each commodity. plus in the
> manual it has a standard setting. while the standard setting may not
> have changed "i could be wrong". i do know for a "FACT" the supposedly
> "OPTIMAL" settings HAVE IN FACT CHANGED on all but a couple of
> commodities.
>
> or he should sue the printer of the manuals for the differences.
>
> when you have a system and the optimal profitable input "the only
> input" varies from 120 to 40 period lookback - lookout. add to that
> that the portfolio is continually changing and it's magic.
>
> CJ> Fitchen's web site shows a number of different portfolios and both
> CJ> uncompounded and compounded results.
>
> yea and if ya stick around you'll see some more thru the years. too
> bad it will take some 20, 30 years to figure out it's crap for some.
>
> like i said "its the optimized portfolio of the month club" at some
> point somebody besides me has figured this out and chosen not to do
> anything about it but rather capitalize on it.
>
> ----------
> --
> Best regards,
> Mark mailto:markbrown@xxxxxxxxxxxxx
>
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