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Steve,
As an alternative answer to your question ...
If CAR is the goal with disregard to DD's and NDX (of sorts) is the
vehicle, it's not too difficult to obtain semi decent results over that
timeframe using a simple non optimized ranking system to pick the top n
candidate stocks from the NDX as a rotating portfolio to trade long and
short (See Attached) These are hardly what I'd call outstanding results
given the size of the DD's, but given that this was in essence a
"sample" ranking criteria to drive the surrounding development activity
the results are IMHO better than expected.
Fred
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