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Not a systems expert but a couple of thoughts come to mind.


How many variables to you have? If you have 1 or 2 then the possibility of curve fit is greatly reduced. If you have 5 to 8 then watch out.


Can you get some data on other markets to test? E.g. US/UK markets, futures etc?


Can you articulate in words, what the system is doing? i.e. what is the edge if you want to tell somebody what your system does? Or is it just a forumla that happened to work?


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