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• The System Behind The System by Merlin Jeffries

  ARTICLE SYNOPSIS ...Stocks & Commodities V. 24:2 (68-70): The System Behind The System by Merlin Jeffries Tired of finding systems that worked well in the past but are deficient in predicting the future? Back when I was a novice system developer, I would get excited by every marble-smooth equity curve I stumbled upon. Incredible backtest results in hand, I would start trading those systems with real money, only to find they were big losers in real-time. What happened? What happened is that the systems I was finding, while excellent at predicting the past, were deficient when it came predicting the future. This...

AUTHOR: Merlin JeffriesDATE: FEB 2006SUBJECT: Trading Systems