Replies to post #716 on Systematic Investing Group (SIG)

[BowlerBob]

LC,

I had an error in my SS. The gain of the Modified SV for the first leg should be 38.25%, not the 60%+ in my previous post. ( I wondered why it was so much higher than the others)?

Bob

[lostcowboy]

I haven't done any testing like that, but it does not seem to bad a idea.