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well, that one of the best equity curves i have ever seen,
but not the ideal, since it is near linear and not exponential,
although the latter might be due to no pyramiding in which case
it is near ideal. congrats.
was wondering if you could post the stats for the system?
and is this really an adaptive system?
bilo.
----- Original Message -----
From: Bob Fulks
To: David Folster
Cc: omega-list@xxxxxxxxxx
Sent: Saturday, July 13, 2002 7:54 PM
Subject: Re: Limited life span of mechanical systems?
>I have heard from several of the most experienced traders on this list, both
>privately and publicly, about how "mechanical systems don't work forever"
>and how you have to re-evaluate them as time goes on, etc. I am definitely
>not an expert on this subject, but I would just like to question this point
>a bit further.
It depends upon how linear the equity curve is in backtesting over
several years.
A good clean curve such as the attached shows no sign of "getting tired".
This depends a lot upon how adaptive the system code is. A good
adaptive system should work for a long time.
Bob Fulks
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