The simple rule is indeed much too simple.
One would like of course like to select only the best system only. Of those 10.000, 5000 can have a equity>0, that may sound good, but if those 5000 systems equity are stronly heading towards equity=0 that's not good at all.
Select top 1 equity does not work as well. Because one is switching from system to system to much and does not work.
The target system can be more or less described a 45 degree angle line starting from 0 upwards.
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by: DanielWilsonPosted on 2009-01-20 at 12:03:08ID: 23423639
To clarify ... is your simple rule inadequate? And you're looking for something more complex & accurate?