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In a message dated 4/13/02 12:12:09 AM Central Daylight Time, jvc689@xxxxxxx
writes:
<< To those interested:
****** You mean to those interested who have not been kicked off the
Realtraders List.
This is a list of results for Oddball original system as taken from a
tester's website.
****** Who is the tester? What is their web site? Why so vague?
Figures take into consideration S&P split.
******* What the heck is an S&P Split? Do I get a cherry on top of it if I
order one at the CME soda counter?
The variations posted did better but, not by much.
******* Which variations? Compared to what?
Numbers rounded and approximate.
******** Why not use the specific numbers? What are the assumptions of the
data? Real results or hypothetical? Slippage and commission figured in or
not? If so, what were they?
Drawdowns noted at Oddball site for most recent 2 + years; but '99
can give an idea of disaster if profits taken off the table or
started that year.
****** Disaster? Yes, any program that you get in at the worst time can be a
disaster and exceed the traders risk tolerance.
2001 168,000
2000 249,000
1999 -41,000
1998 60,000
1997 40,000
1996 45,000
1995 -2,000
1994 10,000
1993 8,000
1992 17,000
1991 24,000
1990 39,000
1989 48,000
1988 28,000
1987 29,000
Optimized, curve fitted or au naturale I do not know.
******* So you really have not done any in-depth study of the system? How
many curve fitted programs have you seen the code for? Have you ever seen a
curve fitted system with so few lines of code?
You be the judge.
******** In RealTraders it is you be the judge and the jury.
In whatever case you choose it still ranks up there with the best systems I
have seen in the public domain.
******** So you have not done any in-depth analysis of the basic system, but
you can draw this analysis? What other public domain systems did you compare
it to? How did they perform relative to Oddball? Did they have disasters
too? More or less disasters?
******** Did you attempt to modify the Oddball system with any of the things
that you have learned from the desk of you analyst?
******** Do you think that maybe the designer of this system publicly offered
a basic version of it that might spur people to learn to how to develop their
own systems or versions of Oddball that fit their own trading personality and
risk tolerances? We could ask him about this, but then......dang......!
Regards,
John J. Lothian
Disclosure: Futures trading involves financial risk, lots of it!
John
>>
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