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While I'm in the process of evaulating portfolio software, I thought I would
attempt to simulate a portfolio of S&P Systems trading 1 contract by grouping
all by various system signals into one system. These systems test
historically to have around 80 -85% winning percentage. When I grouped these
signals together, I've found that the overall winning % drops to around 70%
and the total profits are much less than if I had viewed each system
seperately. The portfolio system is set up to accept multiple entry signals
and pyramiding, etc. Each entry and exit signal has it's own name to
distinguish them from one another. My question is: How is TS looking at
these signals and why doesn't the portfolio system match up with the
individual systems results. These systems trade from both the long and short
side. I'm sure there's a glaring flaw in my approach, and I would like
someone to point it out to me. thanks......John D....jdev02@xxxxxxx
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