This is a quick note to show you what I’m seeing during testing of the latest round of developments. CPredictor based Dakota systems are proving to be resilient. Check out how wide the parameter ranges are for a Dakota system based on ScriptBot CCI-Sma-CPredictor3D:

The next image is a graph of the buy/sell signals along with the equity curve. The security is the SP futures contract. Zero parameter optimization was done. This is 100% out of sample performance.

Regards,

James