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Subject:  Re: MSS - sharpe 1.98 Date:  8/27/2000  4:37 PM
Author:  Volki Number:  78272 of 275513

http://gritton.org/ws/sos/?v86000101SWdjSTrm13USTpq24Up1c0USWdjSSbwrqlbrs5m5l3UOVpqpw314l3Up1c0.9U10m10l6

CAGR 92
GSD 22
Sharpe 2.18

This SoS prevents doubling up on stocks which appear on both switches. This should reduce the LMS risk a bit.

Jamie,

can you see how are playing with your engines?

Volker
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