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Your follow-up post is appreciated and, maybe ironically, creates more credibility than a correct call would have.

Very well said.

Fair enough.

An earlier post said, "... I say [the SP500] will finish friday lower than 1469.72. If it closes at 1469.73, i'm wrong ...". It appears you will be "wrong", yet are still profitable for the day. If profitable = right, then you are right even though the quoted forecast was wrong. Correct?

Right for the wrong reasons?

Very good post.

Agreed.

Agreed.

For this to play out, would not the dollar probably strengthen?

You are correct, plus my prior test was done with an hourglass and not with the formulas mentioned in the original post. Using the prescribed process, Stratasearch ran about 320,000 bars per second.

On a 2.4 GHz machine with 1 Gig of RAM, Stratasearch ran a 13 year backtest on the SP 500 in ten seconds.

The outcome of a coin flip is not independent of outcomes from previous flips?

Given the assumptions in the original post, isn't the distribution similar to coin flips (heads +.01, tails -.01)?

The indicator is easy to code, so it can be added to charting packages with basic scripting. Stratasearch code for 3-day EMA of daily V * PMO follows as an example: mov((close-ref(close,-1))*volume,3,exponential).

The correct answer is (c), because the outcome of rule combinations differs by combination.

What would the success rate be if the playing field was level?

Agreed.

It would be a formidable task to look at all the back testing programs. Out of curiosity, how many did you eventually find?

Follow your system, take the trade.

Comments similar in spirit to those have historically signaled a top in equity prices.