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Author: rgearyiii Three stars, 500 posts Old School Fool Add to my Favorite Fools Ignore this person (you won't see their posts anymore) Number: of 253063  
Subject: Re: Blending at a Whole New Level Updated Date: 12/13/2012 1:44 PM
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Zeelotes:
Back in July of 2008 some of you may recall that I did extensive backtesting to come up with a better solution than using Excel's Solver.

I do a lot more than recall. That post was the beginning of what's turned out to be a 4+ year project to turn the GTR1 backtester into a tool for both backtesting your WWL system and generating daily stock picks for it, which is finally just around the corner.

The GTR1 version will of course exploit daily data to the max, allowing for averages across daily-staggered trading cycles when calculating the various metrics, perhaps leading to sharper signals and even better results. You'll be able to throw ETFs (or any ticker symbols from Yahoo! Finance) into the mix as well, and import market timing signals generated in other backtests.

Robbie Geary
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