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URL:  https://boards.fool.com/author-centralbev-date-82700-312-pm-number-13202686.aspx

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)
http://gritton.org/ws/switch/switch.csv?v86990101djSTrm13USTpq24Up1c0

CAGR 73.9
GSD 20.2
Sharpe 2.12
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