Lol, after having put down pretty much everyone who challenged your "holy grail" ;-) I could not resist: The only dumb nut is you because if your system shows a huge profit when trading on the back of stocks but miserably fails on, for instance, commodities, or fx then your system is worth NOTHING. Robust system properties are some of the basic but NECESSARY properties of a system with edge. You can scream as much as you like but you are simply wrong if you deny that!!! Period... and enough said
+1 imo bwolinsky is one of those super smart geeks with all those fancy words and terms but without any capital and balls to actually try it... hey B...what's on your 1040 for 2008? i'm undergraduate school drop out from some foreign country,but uncle sam got some nice six figures from me for 2008 tax year...how about you?