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Subject:  Re: MSS - sharpe 1.98 Date:  8/28/2000  12:46 PM
Author:  mobius2 Number:  78375 of 275510

Author: centralbev     Date: 8/27/00 3:12 PM    Number: 78257

I like to have the portfolis to hold the same number of stocks.

Try this!

Switch on DJIA last period, 0% cutoff, high: (PEG13 2-4), low: (RS4 1-3)

CAGR 73.9
GSD 20.2
Sharpe 2.12
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