quote Fat tails = powerful, smooth, persistent trends almost without any corrections. Basically, daily with range over average and maximum correction lt; 28%. This sort of trading day happens less than 5% of the time. Nowadays are the occasional
https://en.wikipedia.org/wiki/Black_swan_theory in a number of my very promising automated systems. If we could find a way to remove these days in the system, then we automatically have a bulletproof system that makes money every time it open a new position. With this system it...