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To: Done, gone. who wrote (44676)5/13/2005 12:11:30 PM
From: Win-Lose-Draw  Read Replies (1) | Respond to of 213177
 
Not a random investment - a random strategy. You extract the statistical characteristics of your preferred strategy, create zillions of random strategies with the same characteristics, run against the requisite data, and see how your preferred strategy ranks in relation.