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In a message dated 12/27/01 9:44:42 AM Pacific Standard Time,
trad_delist_payback@xxxxxxxxx writes:
<< From 10-1 forward, except for 11-01 through 11-21, and
perhaps last 2 or 3 days, Mark Brown's OddBall system
has been rather remarkable at predicting turns in the
S&P futures (profit factors above 5 for long
trades/above 2 for shorts and great ROI's). Compared
to past years, The OddBall system applied to the SPZ1
contract has really shined.
Anybody care to venture what market forces are driving
this feat (What has changed ?).
>>
Personally, I think what you are asking about is difficult to sort out.
Personally, I think what you are seeing is just 'one of those things'. I've
got data on Oddball going back to the Jun '98 contract. The 4 contracts with
2001 dates have the three BEST (in terms of P/L rank order Jun Mar Dec) and
the WORST (Sept) contract for this period. There have been just 5 contracts
which proved 'red' (showed a loss) .... FOUR of these unprofitable contracts
were in 1999 and the 5th was Sept 2001. I've made attempts to try to see
'what's different' amongst these different time periods and have struck out
at every turn. Good luck in sorting it all out!
Lee Scharpen
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