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Subject:  Re: Blending at a Whole New Level Date:  8/6/2008  1:13 PM
Author:  StevnFool Number:  211779 of 258147

Thanks a lot Zee,

It looks like 6/3 is probably the one to stick with even with the lag as most measures are better with 6/3 rather than 12/6.

Single start. How much shorter a lag do you suggest?

I just looked at RS26 in Jamie's Standard backtester.

It shows picks and returns for the month of July, but does not show a return for the S&P500. I think I recall Jamie saying before that the most recent months return may not be valid. If we assume that during the month of August, we have valid returns for