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Re: FW: Reoptimization and RevMark System



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Hello MCDBA,

RHMM> That's funny. Interestingly, you're the first one who's come out
RHMM> against the reoptimization approach, so far.

that dennis he is an odd one for sure.  and stays up late too.


>> "backtesting an ES
>> day trading system for more than 4-5 months is futile."

RHMM> Translation: "I can't design anything that works longer than 4-5
RHMM> months. But, not to worry. I'll be glad to sell you some
RHMM> overoptimized crap that did just swell for a specific short
RHMM> period in the past. Of course it won't work in the future but
RHMM> I'll be glad to sell you some more crap that doesn't work after
RHMM> you lose all your money trading this one." :-)

RHMM> --
RHMM>   Dennis



-- 
Thank You,
Mark Brown 
www.markbrown.com