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Investing/Strategies / Mechanical Investing
|Subject: Re: Blending at a Whole New Level||Date: 7/23/2008 5:52 AM|
|Author: Foolfromfool||Number: 211413 of 254639|
Thank you for providing great information.
So, are you saying that instead of choosing one blend for the whole year, the results could be a lot better if we chose one blend during bullish period and a different blend during bearish period, within the year?
Is the blend for both kind of periods decided at the beginning of the year, or do you find it just when the switch signal occurs?
And, you are saying that the measure to use for identifying the best screens to use is Sharpe during bulling period and Sharpe/GSD during bearish period?
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