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Hi neo,
We have tried to optimize every three month and it did not work. That seems
to be logical because on a such a short period we really capture short term
changing conditions that may not repeat themselves.
On the other hand a system that is robust should perform well in any kind of
market. In this case, it seems to me (and we have spent time testing it) that
the conventionnal wisdom is correct.
Good luck.
Jean Jacques Chenier
Alternative Asset Management
www.alterama.com
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