I ran a regression using the trading outcomes for all of my trades as the dependent variable and the model parameter values as the independent variables because I was curious which parameters have the largest impact on outcomes. The intercept comes out as statistically significant (and positive) and one of the model parameters had statistical significance as well, but the rest of the model comes out as insignificant at the 95% confidence level. Also, the adjusted R-squared was very low, about 3%. For any others who've done a similar analysis of their models, did you find similar results? Is an analysis of this sort even appropriate, since it assumes some kind of linear relationship between the outcome and the model variables, but the actual relationship is not linear? It seems counterintuitive to me that the model parameters don't seem to have a strong relationship to the outcomes, yet, when I sort the trades by some of the model parameters, there is clearly a difference in the average outcome. I realize you do statistical analysis to avoid subjective opinion, but it just struck me as odd that the regression came out like it did.