Quote from dtrader98:
For instance, not only is C>O a curve fit: C-O>0, but there is an implicit parameter, which is the value zero. However you arrived at that strategy C>O, there could have been an infinite number of alternative strategies, i.e. C-O>x, where
x subset Real numbers.
C>O or C-O>0 is the curve itself, not a curve fit. As soon as you introduce a parameter, like in C-O>x, you have a curve fit, which becomes the curve itself for x=0 (think about it). It is crucial to understand the difference.
There is no point speaking about curve fitting when one uses the curve itself and not another curve that is fitted to the original curve.
There is an issue of why selecting C-O>0 and not O-C>0, which may introduce selection bias, but that is a very different animal than curve fitting.
Furthermore, your argument about implicit parameters is funny. Using the same reasoning, we can assume that in every physical situation there are implicit variables, like for example, in the simple Ohm's law
V = iR, that there is an implicit variable because it can be stated as
V-iR > 0 and it is actually V-iR > x, with x=0.
The point I am trying to make is that in the above, for x=0, there is a unique selection that matches reality. There is no such thing as an implicit variable with optmimal value equal to zero. The variable simply does not exist. It is Occam's Razor that requires that this variable should not exist. Thus, your introduction of implicit variables violates this principle.