Any single stock selection program inevitably faces signal failure, and reducing the failure rate of a single program below a meaningful threshold proves exceedingly difficult. This essay introduces the multiplication principle from probability theory for independent events, demonstrating that combining multiple mutually independent programs can compress the composite failure rate to remarkably low levels. It further discusses the construction logic for three categories of independent programs — technical indicators, relative valuation and capital flow, and fundamental analysis — along with the criteria for verifying genuine independence among them. (Read More)
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