Seems that Daniel decided to contribute to this discussion with the latest post on his blog
http://mechanicalforex.com/2013/09/long-...fitability.htmlEdit:
And here's one of the older articles that dealt with the topic:
http://mechanicalforex.com/2010/09/why-are-five-years-statistically.htmlUnfortunately, it's missing important graphs.
Last edited by acidburn; 09/14/13 11:25.