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Aaron,
> more than 35 trades. If it ever fails, kill the system. Failing the test
> means the market is different somehow than it was during your out of
sample
> period and the profitability of your system is in question.
So you'd kill the system that got out of sync with the market???? And you'd
never know if it came back into sync and pointed liked a Bay retriever on a
covey of fat quail??????????
Regards,
Mike
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