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Re: kgoodrich post# 350

Wednesday, 05/14/2003 10:27:12 AM

Wednesday, May 14, 2003 10:27:12 AM

Post# of 62520
Hi Ken, two things:

looking for "revolving quarterly" is just one way to search. Seasonality, in combination with stocks and other investing terms brings up rather a host of sites, f.i.:

http://www.winninginvesting.com/stock_seasonality.htm

And your criticism of the fund manager is unfair, in the sense that all you have to show right now is hype. Interesting hype, and I am following it, but hype nonetheless. Your backtests use a crystal ball, and that is about the worst thing you could do. If the only thing that stops us from becoming multi-billionaires is that we don't have a time machine, we can always hope.

What I do like is your paper port (but there, equal dollar amounts would be preferable over 1000 each).

What I would like is a backtest where you move forward slowly: Get five years of data; Pick the best stocks for each quarter; Invest; Do this for a year; Move the five year frame one year up; Rinse and repeat.

Why do something tortuously complicated like this? To avoid that the data you use to make a decision also show up in your results, where in the Real World that is impossible. As are billion dollar returns, much as I would like otherwise.

Regards, and keep up the good work,

Qarel

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