No. of Recommendations: 8
and the drop after a one week granularity is pretty sharp.
From this I conclude that the RtW strategy requires finer granularity. One month is simply too long between checks.

I would be inclined to conclude that this shows that RtW is illusory, and that the reported CAGR of RtW[1] is the result of over-tuning. As I said back in the days when we were torpedoing the Foolish Four, "Reality doesn't change when the calendar changes."

BTW, the stdev's are up in nosebleed territory. That alone would dissuade me from doing RtW.
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