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With exception of ATR-based sizing, I'd be surprised if it couldn't do those tasks. In your example Stratasearch will put S&P 500 stocks into a portfolio when their 50 dma crosses over their 100 dma and will stop filling when the limit of 10 is reached. That portfolio can be static or stocks...

You are right about position sizing. Yeah, I suspected we were talking about different concepts after posting my last message. You want to pick five stocks from, let's say, the S&P 500 and run your tests against those five stocks. What criteria would you use to pick that smaller group?

Thank you. We are speaking the same language. Stratasearch can do what you said. In prior versions it could evaluate portfolios up to 20 positions. The new version enables people to use a custom portfolio size.

Would you mind giving an example of what is meant by "creating a portfolio"?

Stratasearch does have portfolio-level testing, but is EOD only.

This post (which is marvelous) created a sensation for me strikingly similar to when fingernails scrape down a chalkboard. Bravo and egads.

You might be correct; however, without the benefit of an alternative value, we can only speculate about what the "right" answer might be.

Based upon data dating back to 1930, I could not find any rolling ten-year period in the U.S. in which real GDP growth was negative. Were you referring to earlier times or non-U.S. economies?

The referenced ratio indeed did hit its lowest value ever, but we probably should also consider the XLF only has a ten-year history and the ratio has been trending lower since early 2007.

We are on common ground, and I bow out of your thread.

Without a link to other aliases you may have had, it seems your history in ET began only a few months ago. Is a four-month track considered sufficient enough to establish credibility?

As a general rule, do you believe it appropriate to trade based upon recommendations made by others?

My thought, too.

Nonetheless, Chrome still runs faster on my machine than Firefox.

Please mark me down as being "no one". Chrome handles most of my browsing tasks, because it is much faster than Firefox on my machine.

Probably correct. Interesting that this basic point seems to have gone unnoticed.

Interesting conclusion. Unfortunately, I do not understand it.

Might be the best post in this thread.

Please post a link to your poll in that regard.

How much have the S&P 500's total earnings changed compared to this time last year? I am interested in initial impressions (unbiased by research) to help create a sentiment reading. For sake of this poll, please do not post the correct answer.