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Robbie,

a happy new year and thank you very much for your detailed explanations!

With regard to your third annotation, if I change the "Hold if still passing..." from step 0 to "ril.w != null" the CAGR increases dramatically from 17.8% p.a. to 25.3% p.a. Given the fact that there are significantly different annual returns in the two versions of the backtest, this suggests to me that the portfolio compositions must be different. Could you please comment on that phenomenon?

http://gtr1.net/2013/?~WER%20Low%20Beta%20Stocks:i1::ril.w:n...

Look forward to your reply.

Best regards

Oliver
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