kmcintyre![]() Elite ![]() ![]() ![]() ![]() ![]() ![]() ![]() Posts: 890 Joined: 10/11/2012 Location: Portland, OR ![]() | Steve, I follow what you're saying. I'm seeing WILR(14), over ^2 years^ of trading, generating CARs of 0.9% and 22.6% - based solely on which day in October the DP was generated. I'm seeing RSI(C,5) generate CARa between 0.0% to 16.2%. ROC(LNREG_SLOPE(5),10) between -1% and 21%. These are (IMO) wild swings. How can I pick an EF when their performance is so unpredictable and seemingly capricious? And how can I trust the CAR produced by an EF will hold up in the future? Will I end up with -1% or 21% (or something even more extreme)? I don't get a warm fuzzy from the data I've collected. It just feels wrong. The frequency distribution graphs seem to confirm my gut. YMMV Keith |