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Subject:  Re: Blending at a Whole New Level Date:  7/25/2008  1:59 PM
Author:  elann Number:  211502 of 271044

I thought I'd post what I would consider the best that I have to offer on the subject of what is the optimal way to sort screens for bearish and bullish periods.

I'm thoroughly confused now. I thought your earlier table on the subject showed Sharpe at the top for the bullish period and Sharpe/GSD for the bearish period.

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