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No. of Recommendations: 2
tpoto, Pat,

Do you think that introducing some weighting coefficients for the returns to the formula in #4 might help? In other words, say, giving it a little more tilt towards recent performance.

For example;
(k4, k12, k26) as multipliers for the respective returns, where sum(k's)=3.

In fact, it would be interesting to test both, emphasizing earlier and recent performance, something like 3*(0.20, 0.35, 0.45) and 3*(0.45, 0.35, 0.20), resp..

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