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Eric,
Is it the successful system that is failing or breaking down or is
the market?
No one has a crystal ball for the future. In its heyday system ABC
used to trade XYZ was the way to go. What happens when XYZ no longer
is the stellar performer it once was? System ABC no longer works.
My advice is not to spend a lot of time with the statistics. Instead
test your system on a known past, the S&P for instance. If the
performance is to your liking then concentrate on money management
and on trade exits. Live paper trading is a great way to learn the
process.
Preston
--- In equismetastock@xxxxxxxxxxxxxxx, "erc90" <erc90@xxx> wrote:
>
> 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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