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Since Sharpe/GSD results are still slightly better with one year lookback, it might be worthwhile to see if there is any improvement using a measure like Sharpe(13)/GSD(1) - long lookaback for Sharpe and short lookback for GSD, as StevenFool initially did (post #203911).
The measure is roughly reciprocal to a multiple of long term and short term GSD, giving some extra weight to recent volatility of a screen.

Just a thought, I do not have the tools and capability to test this myself :-(

senco
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