The peculiar System

["Dimitris Tsokakis" <TSOKAKIS@xxxx>]

I wrote yesterday that this system is strange.
One behavior never met before is the following:
I scan with the exposed buy/sell conditions<FONT 
color=#000000>
Buy=Cross<FONT 
color=#000000>(C2,C1);Sell=Cross<FONT 
color=#000000>(C1,C2);
The best % Net profit was +391% and allthe 120 
combinations
from optimization were profitable.
Then I inverse buy/sell with sell/buy, 
ie
Sell=Cross<FONT 
color=#000000>(C2,C1);Buy=Cross<FONT 
color=#000000>(C1,C2);
The best % net profit was 88.4% (!!) and the 
half of the 120 combinations
were profitable, if for a period of
two years you were making mistakes all the time 
(32 trades).
It is not easy to explain this 
property.
Dimitris Tsokakis