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Strategies & Market Trends : The Final Frontier - Online Remote Trading

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To: brichard who wrote (6765)3/21/1999 3:26:00 PM
From: TraderAlan  Read Replies (2) of 12617
 
Brich,

Your sampling period (9/98 to 3/99) is still way to short to predict your profitability/longevity over the long haul. You may be using a momentum strategy that works fine during this short market sub-phase but will crush you if you continue to use it under different conditions.

Annualized rates feel good to compute after you've been on a roll but are much more useful looking back after 2 or 3 years.

Alan
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