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[EquisMetaStock Group] Evaluating a Trading System's Chance for Success



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How do I test the likelihood that a system will repeat itself in the 
future?  Moreover, how can I identify when a successful system begins 
to fail and breakdown?  To find the answer to these two questions, one 
must understand basic inferential statistics.  I however have hit a 
brick wall in my analysis.

Does anyone have experience using t-tests to improve the likelihood 
that a system will be successful in the future?

I've moved beyond trying to optimize my system for total returns.  I'm 
now trying to optimize my system so that it has a high chance for 
success.

I would appreciate any suggestions one might provide!

Eric




 
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