The model has a couple of important implications for trading psychology:

1) Out of the 573 days of my in-sample and out-of-sample periods, nearly half are scores less than +2 and greater than -3: in other words, days with essentially no edge 10 days out. That doesn't mean sources of edge can't be found on different time frames with different models, but this finding is important. Even with a solidly researched source of edge, there are plenty of occasions when not trading is the best trade.