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So, here are the answers reported in this thread: 36%, 60%, 64%, 69%, 72%, 84%, and 86%. To the OP, I'd say, go with the average of those! :)

1 in 3 if sticking with the first choice, 2 in 3 if always switching. Now that I've qualified to be here, I'd say that while the original question may seem interesting, it's not very relevant to the bottom line. The original poster seems to totally miss the fact that the "goodness" of a...

The report shows percentage of profitable accounts after 1 quarter. Looks like the average percent of profitable accounts around 30%. What is it going to be after 4 quarters? About 5% to 10%. No fallacy here.

trend2009, I am going to restate the question for you. I think I know what you are trying to do, but it looks like a number of people have interpreted it in different ways. Here is what I think you wanted to ask, please correct me if I am wrong. I have system S1 which enters the trade...

Would you mind posting your source file? I hope it's an Excel spreadsheet.

This looks right. However, I don't think the original poster formulated the problem precisely enough. Specifically, it's important to realize that any trade is a double-event, described by an entry and an exit. Now let's say you have systems A and B, and each one enters and exits independently...

A much more efficient and systematic way would be to obtain historical order book data for the past 1 year, and analyze it.

I'd note that you'd have made a lot of money if you did exactly the opposite of what your model was telling you.

Cadillac World Thorium Fuel Concept Nicknamed the WTF, this design by Lorus Kulesus has 24 wheels in bunches of six, a grille the width of the body, and a shape that is more Darth Vader than Detroit. The company claims that every part of it can go 100 years without maintenance. Oh yeah: It's...

Wait, I thought the "fair value" of your highly classified model was in the 1500 range. I am confused.

I had been developing automated trading strategies, and my approach was essentially this: if certain thresholds were exceeded, the strategy would take a long position, and if the same threshold were exceeded on the other side of the spectrum, the strategy would take a short position. The same...

This seems straightforward after the fact, but it took me about five years to realize it.

Let's say you have two strategies, A and B. Their profiles (as measured by profit factor, net profit, max DD, Sharpe's ratio, and number of trades) is identical. The only difference between A and B is the average time in trade. Average time in the trade for strategy A is 4 hours, and average...

You have a total of 20 trades, and out of those, 6 were profitable. Not nearly enough to qualify as "proof".

Hmm, you called a top on the Dow at 10372, and since then, the Dow advanced more than 2000 points. You are referring to this call as if it's a great accomplishment.

Here is a paper which apparently first introduced this idea: http://www.alexwg.org/publications/PhysRevE_82-056104.pdf

Who decides which way price goes? The market, i.e. the buyers and the sellers. Say price is currently at X, and <...> there are orders at X+1 and X-1. Equal numbers of orders, or unbalanced, it doesn't matter, you pick. What determines whether price goes to X+1 or X-1 next? If the...

Mu.

yes bi benefit minus bid expensive the same as specific.

Actually, you should be looking for consistent monthly gains, it's just that the amplitude of your projected gains is way out of reasonable bounds. If you can make 4% average monthly return consistently, with low variability (let's say +/- 1%), month after month for 5 years, you will become a...