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As a former Applications Chemist, I would formulate different series
of variables to obtain the best formulation for Commercial use with
PVC formulations of all kinds.
Having said that, it would be interesting to see:
1. Oddball run at different hours during the day with current concept
2. Oddball run using Advancers of S&P
3. Oddball run on different Indices, eg.
A. Nasdaq 100 using Composite Advancers
B. Nasdaq 100 using the their component example.
4. Any other liquid index with NYSE and / or its components Advancers.
Of note , one observation of system decline is the gradual creeping
decline in prifit ratio.
Systems need to built upon some bases. The further back it can be
built upon and successfully moved forward, to me, that would be the
purest and best system if profitable and with acceptable DD. At first
blush this one looks built upon 2000 data and moved forward
successfully to this point and looking back reasonably acceptable.
It could also be the basis for a day trading system and not holding
overnight.
Just food for thought.
John
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