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Johan,
Here's one of my home grown systems that outperforms the one
you mention, same mkt, same period, about the same number
of trades.
Why does my account NOT show an increase of $58,520.00 on
this beautiful Sharpe 9.39 performance (over this period).
Overall the system runs at 5.13 Sharpe since '94. More
performance detail available on request.
This is not an ad. I am just pissed off that it has taken
me this long to find out that theorical performance is not
reality.
Frustration has set in,
Ernie
ebonugli@xxxxxxxx
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