All looks good Vortech...but I still think your sample size is way too small as imho you need at least 500 events to get any sense out of a chi-test.

Vortech, the Chi-Test is just a tool and shows you "what was". There's no promise of "what will be".

Norisk, you should read some Nassim Nicholas Taleb on the subject of normal distribution. He's reputed to have made a fortune from the GFC by pretty much throwing the Bell Curve in the bin.

__________________
Pixie

"It's worth remembering that profit isn't profit until it's spent off the racecourse." -- Crash

cheers AngryPixie, will give it a look

Would add that I view all these tests etc just as a guide to get me going in the right direction, they certainly do not offer any sort of guarantee that one has nailed the holy grail or the like, as isnt the golden rule 'rubbish in, rubbish out'.

Use this link here, much quicker and easier.

Binomial Confidence Interval
http://statpages.org/confint.html

Will tell you your worst and best case expected SR from your current sample size.

Thanks Thorns.
Basically set to 99.9% confidence.
Take the min Strike rate and multiple by avg. dividend.