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To: RealMuLan who wrote (55026)7/25/2006 2:49:39 PM
From: Moominoid  Read Replies (1) | Respond to of 213182
 
Backtested on NDX only - my model is fitted to that. The backtest produces returns beyond those from any hedge fund with published returns.... we will see how practical it is in real time. I can't see why it shouldn't be. Lots of traders claim such high returns... maybe for a while they get them? The model can forecast reliably 4 days forward. It doesn't forecast price levels but the direction (up down) of a stochastic oscillator.