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Subject:  Re: Blending at a Whole New Level Date:  7/22/2008  3:52 AM
Author:  Zeelotes Number:  211387 of 263498

Todd asked:
When you are backtesting a blend based on "Sharpe ASC", this means that each year, you choose the five screens (ranks 1-4) which have, up to that point in time, the lowest historical Sharpe ratios among all of our VL screens