If you have the data, I could analyse why it does not become profitable when you flip the trade. Mathematically/theoretically it should be inversed.
No, sorry - it was years ago, in another country, with another computer and software I don't still use.
It's because the inverse is only profitable for that sample, doesn't mean the inverse of a losing stategy will be profitable over the long run. If it was that easy we'd all just do the opposite of really illogical and unprofitable strategies and get rich. Back-testing doesn't guarantee a strategy will perform well in the future also, what guarantees future profitibilty is sound logic.
MushinSeeker, How would you adjust flies at 205 Peak; Thanks. Kindly share 2 detailed examples of using estimated non-normal prob. distribution trades like Bender detailed the examples of gold and the US Stock Index. I would be forever grateful. Gaurav
Ever good system has drawdowns, study their equity curves at peaks and when they turn... long term commercial systems, check out Futures Truth. I do it the other way around waiting for DD to end then automation kicks that system to take signals till new equity highs and then no more signals taken. Either become Forex dealer or do brokerage and get commissions and then see what dumb idea that was, LOL