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Re:Using an automated day trader to generate income by mattmaroon on Tuesday December 09, 2008 @02:23AM (#391077)
You can't. You can only know your algorithm was successful. The market is changing, so even if you could prove, given variance and sample size, that your algorithm was +EV and not merely lucky, you would only be proving that it was +Ev and not merely lucky. Not that it will be in the future.

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