The seven signals of 15.1.7 had net R-multiples . (a) Compute the sample mean, the sample standard deviation (divisor ) and the -statistic for . (b) Suppose the true process has and (the breakout system of M03 · 3.1.1). How many trades are needed for in expectation, and for an 80% probability of ? (c) The scan produced seven signals in 17 months. How many years would the 80%-power sample take at that rate? What changes to the research design would shorten it, and what new problems does each change bring?
M15 · Problem 2 ★★ Check
What seven trades can say
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