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Then test on that ASM fund data, and include all the costs, slippage
etc. Tests on DJ are useless if you can't trade the DJ.
Testing a proxy and trading something else is like testing on Fords and
buying GM on the premise you are driving cars which are all the same
anyway.
Gwenn
Jpilleafe@xxxxxxx wrote:
> Apparently it's an end of day system,...meaning
> it enters or exits trades at the end of the day.
> Why wouldn't it be possible to trade end of day
> CASH Dow using one of several open ended
> mutual funds which mirror the Dow-30. The
> ASM fund has no limitations on freq of trading...
> symbol ASMUX,....tracks the cash Dow-30.
>
> JIM
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