Disliked{quote} {quote} Curve fitting to a single day is pointless. You can pick any day you want, and optimize a strategy in hindsight to trade it superbly, but it will be useless for any other day in the past or future. {quote} Because it has zero robustness. The setup you mention is an attempt at mean reversion, which is a solid principle, but even then the amount of inefficiency you can extract will be far below your expectations. US30, gold, gbpjpy, are also all very different instruments.Ignored
Below are 3 things i am still not clear, please explain more if you have time ..
*) what do you mean with zero robustness ?
*) for Gold as example, as the spread &digits for gold and forex are not same ... so what must we pay attention to gold ?
*) This Gbpjpy is forex, so it is the same as we take care of Eurusd for example ?
Thanks a lot in advance ...