A question about system design.

[VBatla@xxxxxxx]

In testing a system I understand that you need at least 30 - 40 trades before 
you can accurately evaluate it.  

What if you have a system that only trades 10 - 15 times over a 15 year 
period?  The one I'm testing holds close to that frequency over 38 markets 
that I tested it on.  About 75% of those markets show a profit.  The question 
is:  should the system make 30 - 40 trades per market or per portfolio before 
it can be taken seriously?
         [Of course all of the parameters are the same for each market.]

Thanks in advance for any opinion,

Vince