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Subject:  Re: MSS - sharpe 1.98 Date:  8/27/2000  3:48 PM
Author:  Volki Number:  78262 of 275974

Check this out:

Is this datamining?

Who knows for sure? At leastz it lloks good to me. Maybe less datamining because it is only one first slot which is dropped. But as time goes by, take a look at this one, and don't tell it to your friends :-)

CAGR 86-2000
GSD 86-2000
Sharpe Ratio 2.21

Well that is a real gem. The higher GSD happens only on the upside, so don't worry about these two points. These switches are real KISS.


YTD 2000

I do not hope Jamies backtesting engine is broken.
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