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Yes, you can. In fact that is the
best (only?) way to properly back test a system. The problem is
that Mr. Sornette has not done so. He
simply drew the curve on top of a price chart.
Good luck and good trading,
Ray Raffurty
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----- Original Message -----
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black">From:
<A title=delta88343@xxxxxxx
href="mailto:delta88343@xxxxxxx">delta88343@xxxxxxx
To: <A title=realtraders@xxxxxxxxxxxxxxx
href="mailto:realtraders@xxxxxxxxxxxxxxx">realtraders@xxxxxxxxxxxxxxx
Sent: Thursday, January 02, 2003 7:08
PM
Subject: Re: [RT] Re: Interesting Look at
2003
<FONT lang=0 face=Arial size=2
FAMILY="SANSSERIF">To check the validity, can't you run your formula from
say 1960 through 1980 and then see what your formula predicts from 1980 to
some other known period? Then see if the equity curves match.Just a
thought.Lee To
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