No updates from me or The Machine since June! Part of the problem was my ISP's mail server blocked The Machine's postings, and the other problem was I have been working for two months overhauling The Machine's code. The first half was beneficial, as I added a robust expert-based neural net decision logic.
The other half was not so useful. Tried to incorporate volatility back into the code, but it onlyserved to weaken the overall solution across all of my vectors. The only good thing was I was so engrossed in this code that I didn't waste my time or money trading. Which could be argued as being the whole point of this exercise.
The best I can do is to reduce the loss on a stock by 50% (buy and hold is ~ 60% loss, and The Machine is ~30% loss over the course of a year), Of course, if you know the stock is going to plumet, then just "sell in May of 2007 and stay away."
Hindsight is 20/20, unless you forget to put on your spectacles in the morning.
More later.
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