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The magical number of 30 comes from sadistics (statistics) where 30 is
considered a minimum sample size for any valid (statistical) analysis. You
really should try to acquire at least 30 trades. I've seen systems that
backtest great across 10-15 trades but then quickly fall apart in real time.
> -----Original Message-----
> From: Ross S Bond [mailto:ross.bond@xxxxxxxxxxxxx]
> Sent: Friday, July 14, 2000 6:54 PM
> To: VBatla@xxxxxxx; omega-list@xxxxxxxxxx
> Subject: Re: A question about system design.
>
>
> From my reading to date 30 to 40 trades over the portfolio is considered
> statistically relevant.
>
> Ross
> ----- Original Message -----
> From: <VBatla@xxxxxxx>
> To: <omega-list@xxxxxxxxxx>
> Sent: Saturday, July 15, 2000 6:30 AM
> Subject: A question about system design.
>
>
> > 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
> >
>
>
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