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does anyone have an xls file that sorts
the sector founds
(I shares) in the order of their relative
strength?
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----- Original Message -----
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black">From:
Peter
Andrews
To: <A title=gannsghost@xxxxxxxxxxxxxxx
href="mailto:gannsghost@xxxxxxxxxxxxxxx">gannsghost@xxxxxxxxxxxxxxx
Sent: Wednesday, July 24, 2002 7:06
PM
Subject: Re: [gannsghost] Fw: U of
Michigan study on Market Timing.
Market timing is not as important as sector selection. The following is
from a Greenwich Association study:
"Over the past 33 years, if you bought at every bottom and sold at every
top using the Dow Average, $1,000 would've grown to $85,000. If you
remained fully invested at ALL times, but only in the top performing industry
group, your $1,000 would have soared to $4.2 Billion!"
There is a good article on Comparative Relative Strength and sector
selection on <A
href="http://www.marketmasters.com.au">www.marketmasters.com.au under
Trading Articles.
Peter
profitok <profitok@xxxxxxxxxxxxx> wrote:
<BLOCKQUOTE
style="PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #1010ff 2px solid">this
is VERY importantthe writer is a PhD in MIT
universityread carefullyBen----- Original Message -----From:
"Bob Fulks" <bfulks@xxxxxxxxxxxx>To: "'Lucky Bastard'"
<hadrada@xxxxxxxxxxx>; <omega-list@xxxxxxxxxx>Sent: Tuesday,
July 23, 2002 7:29 PMSubject: Re: U of Michigan study on Market
Timing.> At 6:32 PM -0400 7/22/02, 'Lucky Bastard'
wrote:>> >Can someone point me to the URL that leads to the
University of Michigan> >study on Market Timing? Or the title of
that study? The one where all the> >mutual fund pundits use to say
that Market Timing doesn't work...that ifyou> >miss the 10
best days, your return doesn't beat buy-n-hold (the>
>bag)....leaving out that if you miss the 10 worst days, you'd
beat> >buy-n-hold (the bag)....and if ................... <A
href="http://au.rd.yahoo.com/mailwelcome/?http://au.sold.yahoo.com/"
target=_blank>SOLD.com.au - Find yourself a bargain! To
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