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Yeah, should be serial correlation with most trading systems because they are heavily dependent on the market type (e.g. during a "bull" market vs a "bear" market). It's not easy to design something that works no matter what happens. You can design systems using serial correlation too, I personally like to trade marginal setups that fail the first time, taking the second signal that comes while the first one is in drawdown. David Stendahl of RINA Systems fame calls it a "drawdown support" level.

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