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The data disagree with your conclusion. There were 21 long trades and
33 short trades with overall accuracy of 70%.
I will leave it to others with data to forward test beyond 8/'98.
I do like your 20 day moving average concept and will check it out.
John
------------------ Reply Separator --------------------
Originally From: delta88343@xxxxxxx
Subject: Re: [RT] Introducing "The Simple S&P Key Reversal System"
Date: 10/19/2002 10:15pm
I don't know if a testing scenario from 91 - 98 would be a good test
for any
system.
During that time frame, it was practically straight up with great
increases
in volitility starting around 97.
How did it do from 91 to 96...then 96 to 3/2000....3/2000 to present.
I'd be interested in seeing the comparison between 91 to 96 vs the
other 2.
The how did itdo in the previous 20 years with much lower
volitility...70 -
90.
I'm always leary of anything being tested over the past 10 years.
One could simply say go long when above a 20 bar moving average and
go short
when below a 20 bar moving average. Quit frankly, with what I've seen
from
playing around with that scenario, with a couple adjustments, it's a
hell of
a system. One is always in, and always making money regardless of
direction.
Or to satisfy the Fibo's...make it 21...it has more magic.
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