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At 6:26 PM +0200 12/8/02, MT wrote:
>On the subject of OddBall, which was brought up again, I digged a post
>Bob Fulks made a few months ago, quoted below. Maybe Bob will be kind
>enough to share with us how this particular version performed
>out-of-sample during the last 5 months. Has the historical MaxDD
>remained at $22k ?
I haven't looked at it for a while so I did check it.
Attached is the equity curve since 1/1/2001 with the original settings.
The past 5 months have been pretty flat and maximum drawdown is now $32,000.
It must be that all those people trading Oddball have caused it to stop
working...
Bob Fulks
Attachment:
Description: "OB9.gif"
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