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But given my original (fictional) supposition, which would you choose?
You stated if I'm not mistaken (don't have original post) that the system
with 50% correlation made more money---that's what we're here for, but I
would think that--that with 99% price correlation would have greater success.
It is the movement of (future) price we're trying to determine. Yet one
cannot simply and blindy trade a simple moving average. That would maintain
perfect price correlation would it not?
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