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:Looks similar to Zweig's Value Line 4% system. Don't remember the details
as
:I did mine several years ago, however I added a TBill/S&PEarningsRatio
:filter with dynamic bands and the results improved dramatically when
:backtested over 50+ years: 87% profitable on far fewer trades which makes
it
:ideal for timing mutual funds. It's one of a couple of models I use for
:managing investments (as opposed to trading).
:
:Earl
Earl, I wonder how that filter would effect the model so I will try that and
see. I never thought about using it for market timing of mutual funds. But
the low trade frequency would be perfect. Do you use it on the traditional
weekly or daily data? Either way I have found it works well for futures,
where the more frequent trading cost only a commission. mb
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