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----- Original Message -----
From: Dr. John Cappello <jvc689@xxxxxxxxxxx>
To: <patterntrader@xxxxxxxxxx>; <jvc689@xxxxxxxxxxx>;
<realtraders@xxxxxxxxxxxxxxx>
Sent: Saturday, March 04, 2000 7:52 AM
Subject: Simple Trading System [also sold commercially]
> Dear Phil,
>
> I have all the data on this system on many markets and the S&P is among
the
> worst performers for it as you have seen.
>
I have a knack for picking the worst market!
I know the system can be made to work - it was interesting to look at -
The bigger issue is this thing of backtesting on a contract with a huge
historical range like the SP with a fixed size. As usual nobody seems to
understand my meaning (of course I didn't get it either for a number of
years) - so I appologize in advance, this could get lengthy!
rgds phil
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