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kmcintyre

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Joined: 10/11/2012
Location: Portland, OR

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Subject : RE: 28 days of October
Posted : 11/15/2014 5:57 PM
Post #34492 - In reply to #34491

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

Deleting message 34492 : RE: 28 days of October


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