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>From: "John Hamon" <jhamon@xxxxxxxx>
>To: "Omega_List" <omega-list@xxxxxxxxxx>
>Subject: RE: Interesting Study at Michigan Univ.
>Date: Wed, 4 Apr 2001 07:28:03 -0700
>
>file this is in the category of "if you don't know how to trade, this'll
>make you feel better" department.
>
>jh
"between 1963 and 1993"
Also, file under ironic, since the study was perfectly *timed* to miss the
1300%+/- NDX rally that started the next year and the current 70%+/-
decline.
BW
>
>-----Original Message-----
>From: Paul M. Zislis [mailto:pzislis@xxxxxxxxx]
>Sent: Wednesday, April 04, 2001 6:55 AM
>To: robert.cummings@xxxxxxxxxxxxxxxx; omega-list@xxxxxxxxxx
>Subject: Re: Interesting Study at Michigan Univ.
>
>
>Does their study indicate what would happen if you missed the WORST 90
>trading days?
>
>Paul Zislis
>----- Original Message -----
>From: <robert.cummings@xxxxxxxxxxxxxxxx>
>To: <omega-list@xxxxxxxxxx>
>Sent: Wednesday, April 04, 2001 4:08 AM
>Subject: Interesting Study at Michigan Univ.
>
>
> > This will make you think when trying to time the market with a mutual
>fund.
> >
> > Robert
> >
> >
> > "A University of Michigan study found that an investor trying to time
>the
> > market between 1963 and 1993 who happened to miss the best 90 days, or a
> > little more than 1% of trading days, would miss out on 95% of the
>gains".
> > Financial reporter Mary Rowland
> >
> >
> >
> >
> >
> >
>
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