I haven't had time to read through all the posts so sorry if this has been posted, but...
katee, if your coin flip chart was allowed to proceed day by day and the public was allowed to trade it in real time, obviously some people would lose and some would win. Over the long term probably 10%...
Hi,
First post here. The system, as described, does give a high % win rate in the order of 85%+ for DJIA. However it looks like it's just another over-fitted system.
I optimized the 2 following parameters:
1. sell after x days
2. sell if stop loss of x% breached to the downside
...then...