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In a message dated 12/19/00 2:08:55 PM Eastern Standard Time,
blee7@xxxxxxxxxxxxxx writes:
<< Hi Ben,
I haven't calculated those particular stats on the two "go long" models.
Since they don't attempt to predict exits/shorts (I have other models for
that), I would shy away from calculating a "percent-up" stat. The charts I
attached for the two "go long" models include the entire out-of-sample (OOS)
period. I think visualization of the charts is fairly descriptive of their
respective performances OOS. As hese were models were specifically developed
for the S&P market, I have not attempted to build similar models for the
NASDAQ using the same inputs/outputs. The stats for the trading model's OOS
period are attached.
>>
hello
this looks good
HOWEVER
look where we are now?
do not feel bad
this IS an extreme case
my indicators did not work here too
Regards,
Ben
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