AIM RE-bal

[jibes]

lostcowboy.

I agree and I was plagued by that prospect also. But looking back on some of the tests I ran it didn't seem to be a problem at all. (I used higher beta stocks though.)
In reality it should be done as you stated and with a lower beta stocks most definetly.

If used for real it would not be a problem. If you have a price that does not trip a buy or sell then ignore that entry and wait untill the next period or price qualification.
If you are just testing however, it does become more dificult to enter data by pasting historical data it as we are used to doing.

Thanks for the feedback.

Jibes