How long does it take to judge whether a system is working?

Trading is often about how to take the appropriate risk without exposing yourself to very human flaws.
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ShaunWhite
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dragontrades wrote:
Fri Jul 27, 2018 3:55 pm
7/4 resistance?
7/4 Resistance
3/1 OneOfThoseThings
12/1 NobodyKnows
50/1 bar
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Euler
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It's likely something that works on a Hcap won't work on a Mdn, there are many ways to cut it.
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ShaunWhite
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Euler wrote:
Fri Jul 27, 2018 4:27 pm
It's likely something that works on a Hcap won't work on a Mdn, there are many ways to cut it.
But you'd agree the cuts have to illustrate a cause, not just a correlation?
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ruthlessimon
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Euler wrote:
Fri Jul 27, 2018 4:27 pm
It's likely something that works on a Hcap won't work on a Mdn, there are many ways to cut it.
Doesn't look like it :?

But surely there's a more "clever" way than simply brute forcing an unlimited pool of variables?

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mcgoo
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Euler wrote:
Fri Jul 27, 2018 11:25 am
mcgoo wrote:
Fri Jul 27, 2018 1:31 am
If it helps I have run automation and seen returns of 10+% for 95 bets(punting system) over 2 weeks before seeing it all return to nothing in 4 days :( A trading system I have going now is doing 7% ROI over 32 trades (29% on exposure though) but I wouldn't be confident(after years of me trying this stuff) until I saw those returns over a much larger sample set(perhaps 1000 trades) but that's me -Not got a great maths brain :geek:
I'd add that you should cut the data in a number of different ways. I've found niches in very tiny cross sections of the market that if I lumped it all together would have just averaged out and lost due to the commission.
Good point, thanks. I lack the insight to do that meaningfully thus far, but it has got me thinking :)
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