No. of Recommendations: 1
RRS189 with 1-week hold is a lot better than RRS189 with 6-week hold.
But, interestingly, it doesn't really increase the number of trades much

What you say makes sense, but I'm getting the opposite conclusion from a GTR1 run, at least in the VL Tim=1 universe (all with 0.35% friction):,189)t...,189)tn5...,189)tn5...

126d hold has avg CAGR/GSD 24.9/46.7 and avg annualized turnover 1.88
5d hold has avg CAGR/GSD 33.6/45.0 and avg annualized turnover 6.37
5d HTD 20 has avg CAGR/GSD 33.1/44.9 and avg annualized turnover 6.25

- Joe
Print the post  


What was Your Dumbest Investment?
Share it with us -- and learn from others' stories of flubs.
When Life Gives You Lemons
We all have had hardships and made poor decisions. The important thing is how we respond and grow. Read the story of a Fool who started from nothing, and looks to gain everything.
Contact Us
Contact Customer Service and other Fool departments here.
Work for Fools?
Winner of the Washingtonian great places to work, and Glassdoor #1 Company to Work For 2015! Have access to all of TMF's online and email products for FREE, and be paid for your contributions to TMF! Click the link and start your Fool career.