Hi Is7550, A couple of questions on your interesting post. First of all when you say "stocks," what are you referring to, S&P 500 or some other consolidated ETF?
Next, the column with the 1's and 0's references what?
Third, would monthly resetting get significantly different results?
Finally, does it make any difference when one does the reset between the stocks and gold? I've read in a couple of place - don't recall where at the moment - that it can be better to to the reset at the first trading day of the next period one is working with.
