I heared from others that,picking the most priority stock/commodity after special rules,such as 1. re-select all the stocks in which priceclose(bar) > sma(bar,close,10) into a basket everyday. 2. order the stock in the basket which gets the max RSI(bar,#close,5). actually was a statistic trap. I also heared that data-mining was another kind of curve-fitting,subjectively,I don't agree with him,but I don't know how to tell the difference between normal statistical phenomenon and trap,and couldn't find books or references about this topic,any suggestion please? PS: I saw the same threat opened in the discussion of www.wealth-lab.com,it's somewhat interesting and meaningful for me. Any reply is welcome,thanks in advanced.