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Are you currently trading the Select funds - or just developing systems to trade
them? And what time frame are you working with? I've been trading them for a few
years now - with varying degrees of success. Learning by doing as it were.
FWIW - even though I'm not a great programmer (I didn't go to MIT <g>) - I'd be
careful about drawing any conclusions about optimal time parameters on systems
from the results of backtesting. Because the optimal parameters are often an
"average" result - based on times when a fund is trending up - or plunging - or
chopping around in a trading range. The average tends to mask the extremes.
Robyn
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