Why does any strategy only work successfully for a limited time and then stop working? - page 12

 
Mathemat >> :

Error.

Man, I'm using a script I made to calculate Z-score (I read about it from Vince, but I found it here on the website later). I double-checked it a hundred times already. Seems there are no errors. But sometimes it produces such results.

The only thing I cannot understand is the dependence on the number of deals. The larger is the sequence of deals being examined, the larger may be the deviation.