Subject: Re: OT Cash balances keep soaring
Jim, not sure how easy this would be to run but a strategy

1. Deploy all available capital when the trigger hits
2. Wait 120 days
3. Sell 5% per quarter after that (you would be 100% in cash after ~20ish quarters, roughly 5 years)

Curious how a trading system off this might work vs. buy and hold... (the number of data points is probably too small to execute on such a strategy)

tecmo
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