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I appreciate what you are doing! I understand this undertaking is a big ordeal that will take a lot of time. My only ask i's that you make it publicly available so that we can analyze your findings for ourselves. I mean what's the point of posting findings if we can't go through the data and come to the same conclusions.
I make my claims based on logic such as saying that the Socrates system does not tell the user what to trade, for how long to trade it, with what stop loss and so on. So even if we had all the data, we would still not be able to test it because there are no objective test criteria.
If nobody has historical data because the Socrates system does not provide it, then the Socrates system is flawed because it hides the historical data from us.
The burden of proof is on the Socrates system not on us.
If I do not provide the data now then that does not prove that the Socrates system is correct. If I provide the data then anybody could say my data is flawed because it cannot be corroborated because Socrates does not provide it. I could have just made it up. And as I said, it provides an attack surface where Armstrong proxies can come forward with their well known beat around the bush forecast array method where they will perhaps say that this and that weekly reversal should have been traded only for a day because there was a strong turning point on Monday.
Obviously socrates should provide historical data, but that isn't happening. I just want to test what Martin says that the reversal system will produce the expected result within 3 time units, nothing to do with the forcast arrays. Also, did you buy 10+ premium subscriptions for the purpose of collecting reversals? If I could buy this many subscriptions I would, but I don't have the funds. But you have this great dataset that is going to waste because you are afraid of some criticisms from "Armstrong proxies". It sounds like you are trying to take a scientific approach with your experiment. Well this is how science works, you provide your results WITH underlying data so others can scutinize and design further experiments based on your results and data. I'm trying to do this because I see a flaw in your methodology. The methodology I am proposing fixes your flaw, and can bring further understanding to this whole reversal system
There´s no historical data to user to test maybe because Reversals as standalone investment approach, don´t work. Our research group have built-in Reversals calculation inputs in our software to back-test it. But if you just want to test Reversals election entry/exit system you could just use a simple Excel spreadsheet to test it too. Our back-testing suggest some evidence that results are better than using simple trendlines support/resistance/pivots breakout approach, but
NOT good enough to be profitable as standalone system.
Additional, one of the main
Reversals features is that they change dynamically if the market make new highs/lows in next time units, so without forward looking capacity from a future teller or something that enable to confirm on the present that in the future the Reversal level will remain valid, it have limited use to trading/investing, specially the Monthly reversals which up to 1 month after election the system can come-back and change the Reversal level or cancel the election or simple change from Bullish to Bearish reversal election (as it happen recently on Crude OIL market). If your broker don´t allow you to change a entry made 1 month ago, you better of not use Reversals as standalone investment approach).
During the last century had been develop awesome work on financial markets - Elliot Waves, Fibonacci, Gann, Larry Williams, John Murphy just to name a few awesome work on the area that we had been able to test together with the Reversals...
1) ALL of them have some validity/value
2) some of them used together are very profitable
3) No amazing indicator/Reversal system or whatever is good enough to be used profitable as standalone trading approach I started to regular share on twitter some potential trading opportunities that use Reversals, Cycles alongside with other back-tested tools that work very well combined with the Reversals, be my guest to look into it
https://twitter.com/ricardosousaIARS