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Greetings --


The first question to ask is always "Are these results from in-sample or out-of-sample periods?" 


If the answer is in-sample, then ask to see the out-of-sample results.  The in-sample results give absolutely no indication of the likely profitability of trading the system.


If the answer is out-of-sample, then ask to see the equity curve from the concatenated out-of-sample runs.  If the equity curve looks like the kind that you would be comfortable to trade, then learn more about the system.


Thanks,

Howard

www.quantitativetradingsystems.com


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