The Motley Fool Discussion Boards

Previous Page

Investing/Strategies / Mechanical Investing


Subject:  Re: MSS - sharpe 1.98 Date:  8/28/2000  3:24 PM
Author:  gritton Number:  78407 of 275533

Jus go to Gritton backtest every last friday/saturday of the month, run the blend with the start date set at the month of your port start date and with the end year on the current year...

But for MSS, be careful: I only get the index values in after closing Friday. Currently, it'll give bogus picks if you look too early (I need to fix this as was suggesteed recently).

- Jamie
Copyright 1996-2019 trademark and the "Fool" logo is a trademark of The Motley Fool, Inc. Contact Us