Strategy Evolution Thanks to Gabfly1

Discussion in 'Strategy Building' started by Joe Doaks, Jul 25, 2010.

  1. Say what you will about him. And it has been said. Smartass. Liberal. Canadian. And those are just the nice things. But the man knows his stuff re the relative profitability of the index futures. Those of you who follow his posts as I do, if reluctantly it must be said, may recall a thread he started some time back about which index future is better to trade. Since I am a stoic take-my-lumps-and-love-it NQ trader, I snorted, laughed at his Aristotelian logic, rolled on the floor, cursed his stupidity, and temporarily put him on ignore because he posted that NQ was not the best to trade. This much later, I thought to properly humbiliate him by backtesting one of my worst strategies (in fact, ALL of them are the worst) translated to ES. Well. Ahem! Statistical outlier! Wrong sample space! I never did totally trust backtesting! Wouldn't hold up in real trading! The bitch makes 58% more in ES. I still don't believe it for a second. I may post results next week.