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Subject:  Re: MSS - sharpe 1.98 Date:  11/25/2004  10:02 AM
Author:  DragonTales Number:  166510 of 275554

Just for fun in response to #78303:

The Sharp jumped up to 2.53. Dropped the CAGR by 11%, to 80, but decreased GSD by 22%, to 17.

It's so juicy, I'm almost thinking about using this one myself. Tweet, tweet, tweet, gasp, choke, arghh. But then again, who knows??

This canary cage is quite amazing. The lowest annual return during the backtest period was 45%. CAGR-3GSD is +12% !


I wonder how this one has held up...can someone convert the string for

TIA. Happy Thanksgiving MI. We have much to be thankful for.


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