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Subject:  Re: The Best Measure for the Best Blend Date:  11/18/2007  2:23 AM
Author:  sencoman Number:  204019 of 270553


Thank you for sharing all this great work.

The other simple timing system that could be easily used by investors like myself is Seasonality - whether using fixed dates (bearish May through end-September or October), or switch dates modified with MACD per Sy Harding's STS .

Have you tested how Seasonality compares with the NDX 40/140 EMA crossover for bullish/bearish screen selection?

I wonder not only about CAGR and Sharpe, but also whether going bearish in summer will improve drawdowns and UI.

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