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Here's what he wrote: That's not what he was doing in that post. While it's true that PF can be improved through position sizing, Raystonn's system is a lousy one to do it with because it trades too infrequently... and for that reason even if those numbers did add up, I wouldn't trade it. So...

ROTFLMAO! Maybe you should examine why you need to post bogus numbers to message boards on the internet.

Now I also know you're a liar.

PF can already be used, as is, in "the domain of non-constant position sizes" as long as it's calculated correctly. PF will change for the same system with and without position sizing but given what it measures (how many $ your system has made for each $ lost) , it should. Faith's argument for...

No...the reality is that you posted a bunch of bogus stats that you don't understand and got caught. And now you're trying to BS your way out of it so it's pointless trying to reason with you.

You need to re-do 2nd grade reading and you both need to re-do 5th grade math. I'd explain it but you don't have the intellect to grasp it. Good luck and please put me on iggy.

No, I'm going by what you posted. PF can be calculated from % wins and Avg Win:Avg Loss ratio. Position size is already in those stats.

Um... that's a PF of 2.67

Fact: NOBODY on ET is even close to being in the same league as Eckhardt. Yet many of you have dismissed/criticized his thoughts and performance as if you know better. You people never cease to amaze me! LOL

Check out Grob109's posts and spend the time that it takes to learn SCT.

Your "tomorrow's paper today" paradigm is still a turd with an 8 day hold. What I tested was YOUR methodology (attached). And it contains NO reference to 23 columns or ANY screening criteria that are to be applied before scoring based on P,V, and A/D. One would think that something touted as...

What??? No Modigliani? No guassians? No fractals? No 4% to 7% daily returns? No rockets or icebergs? No Boolean algebra or Jokari windows? No llamas? No three ring binders? No paradigms? No camtasias?

Come on Jack, that's NOT the reason you're asking. You're fishing for an opening to bring in your oft claimed SEC insider trading citations which resulted not from insider knowledge, but from your sheer brilliance (the P,V Boolean relation perhaps?) you sly market wizard!

Yeah... get right on that. And then you too can have an equity curve like the one I got by testing Hershey's "P,V Boolean relation."

Yes! I tested buying the 0 to 7 turn (see http://sputnick5.www8.50megs.com/) on 1000 stocks from 2000 to 2005 -- a total of 5000 stock-years -- and got the attached equity curve.

THE TURD: Buying the 0 to 7 turn of the "P,V Boolean relation" and exiting 5 days later* produced the attached equity curve when tested on 1000 stocks over five years. So much for having tomorrow's paper today! * 5 days worked better than 1,2,3, or 4 days.

You sure hit the nail on the head with that snack/turd analogy!!! Here's an example. THE SNACK: Use the P,V Boolean relation to catch up with tomorrow's paper today!!! See attached document from http://sputnick5.www8.50megs.com/ Wow, I'm impressed! Base 2 (binary) scoring, Jokari...

This discussion was never about the best single metric to use... and the debate about PF began when you ignorantly proclaimed it flawed. You continued to demonstrate your witlessness by claiming that PF as a metric somehow degrades as trade frequency increases, by being clueless of how PF and...

How can anything possibly work as well as Jack Hershey's SCT? Caveat emptor: if it seems too good to be true...

Are you really as simple as your posts imply? What would anonymously posting "returns" on the internet prove? Not to mention, who would EVER feel obligated to prove ANYTHING to a jackass like you? Does your mother know you're on ET?