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URL:  http://boards.fool.com/elan-wrote-actually-i-ended-up-using-sharpegsd-26840772.aspx

Subject:  Re: Blending at a Whole New Level Date:  7/23/2008  11:52 PM
Author:  elann Number:  211451 of 253782

Elan wrote:
Actually I ended up using Sharpe/GSD because Treynor seems to have kind of a strange behavior when ranking screens. For some reason it occasionally rewards screens that don't look very good to me.

Do you mean Treynor/GSD or just Treynor? I can post all of the historical screens selected if interested.


I meant Treynor/GSD. Treynor alone favors very aggressive screens.

Elan
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