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The fifth condition provides that the exclusion applies only if the Underlying Broad-Based Security Index qualifies as a broad-based security index under the statutory criterion that evaluates the liquidity of the securitiesprising an index.
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I define a trend as amodity hitting a 20 day high or low as a trendy market, if the market is in a consolidation stay away from it and find something that is trending. The large class of international trading secrets systems based on indicators has high probability of failure but that has been wrongly attributed, based on my experience in developing trading systems, to the optimization process for setting parameters.
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