Subject: Re: Overlaps GTR1 backtest is flawed.
In GTR1 for Dummies, it mentions that the backtest results using picktally may not exactly match. So it may be difficult to cross check. The difference mentioned is up to a couple of percent.

For the "t bill" rate, I think it was like overnight or 3 month. You could check the return by putting in a step that never selects a stock and set a short timeframe and see what is the return. Say stock universe {^S5T} and a step tr(1,10) > 1000



Aussi