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is smart enough. It fails from D1=15 to D1=26. The respective
market outlook is 96%-4% up to 50%-50% for bullish-bearish bars.
In other words, give to the system a chance more bearish than
bullish and it will give profits.
Of course, the most profitable level is D1=39, is quite
agressive, since it feels the market as 11%-89%.
One should be quite devoted to bearish thoughts, kill quickly
any bullish attempt and wait, sometimes for months, for a 2-3 bullish
bars.
The Long part profits would be +126%, the Short part
+446%.
This would be the situation if you were trading QQQ borrowing
CSCO data.
Of course, QQQ is popular, but it is not the whole
market.
Selecting CSCO as a vehicle and D1=39, the whole N100 goes to
+550%, BUT, the Long part now is +158% and the Short part is only
+100%. QQQ is not that representative, at least for CSCO
data.
The fact of this +550% based more on long profits gives a hint
for the future behavior of this sensitive system.
The future, of course, remains unknown, do not expect miracles
from 20-line codes.
Dimitris Tsokakis
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