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Actually the information I was referring to was found at "The Motley Fool- Mechanical Investing" board. It has nothing to do with timing the market. Nobody can do that. The screens use different holding periods, typically from one month to a year. My question was asked because the one month periods seem to offer much higher returns than annual holds.
I now understand the reasoning behind the year and a day theory.
My next question is how do you get around it?
Thankyou again,
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