Strategy Central

[capt_jmj]

Steve, the effect is not as pronounced, but we have also discovered that there is a slight benefit to a reverse R3 rule, i.e. a Long vote when the p/c falls below a minimum value. Additionlly, we vary the strength of the Short vote based on how many of the individual p/c values are above their Short thresholds, which are unique to each index. Through our optimization process, we have found that the individual threshold values vary widely among the indices.