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Subject:  Re: MSS - sharpe 1.98 Date:  8/27/2000  8:24 PM
Author:  klouche Number:  78303 of 275531

Not as beautifully simple but combining two switch screens, this one and the other famous switch screen look at this one:

Sharpe 2,10

This one might be a bit more datamined.

It may be datamined but it does hold up to the multiple start test, i.e. calculate every annual return in the 175 monthly returns. There are 164 annual periods:

CAGR of 164 periods = 92.8%
GSD of the same = 25.6%

Conclusion - the great results presented are not explained by a lucky choice of the 14 January returns.

Kevin L
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