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HI,
I'm trying to prove that a 422 sample win/loss distribution's profitability
will increase if I look at the weekly, monthly etc. data.
The original dataset gives 45% win/loss on the trade by trade basis and
71.6% on the weekly basis (about 28 trades/week).
The data has the characteristics of the normal distribution, where the
average trade wins: $144
standard deviation is: $1266.34
Can somebody point it out why the weekly profitability increases so
significantly or show me a formula that can be used to calculate the
increase in profitability depending on the time frame?
The result is there but, somehow I'm just not getting it.
Thanks for your help.
***** Erika ***** :-)
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