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Subject:  Re: MSS - sharpe 1.98 Date:  8/28/2000  12:28 PM
Author:  mobius2 Number:  78370 of 275547

Author: Volki     Date: 8/27/00 11:31 AM    Number: 78206
Attention the screen is using more stocks on the high side. ......................>>

If you set the pq limit to l3 you get:
3 stocks high and low

Switch on DJIA last period, 0% cutoff, high: (PEG13 1-3), low: (PlowRSW/Plow overlap 1-3:3, pad plowrsw)

Cagr 67%
GSD 30.3
Sharpe Ratio 1.5

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