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Wouldn't have been needed. The method closed out any position at the
end of any trading day that it entered the market.
On 12/31/06, Adheer Pai <adheerp@xxxxxxxxxxx> wrote:
>
> 2) System does not have stop - if you traded in Jan 2000 when dow reached
> its high and the system went long at Ref(C,-1) - 50 it would take 6 years to
> break even.
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