Subject: Re: Chart: timing with Nas100 RS screen
what I meant was if you sell stocks leaving the list, you use the sales proceeds to buy equal dollars of the things on the list with that new money, even if you already own some of them.
I haven't done this yet; I have just let winners ride. But in the backtest it added over 4% more to your CaBR.
re: timing e.g.
https://gtr1.net/2013/?h21f0.1... v.
https://gtr1.net/2013/?s200801...
check out:
https://gtr1.net/2013/?~Nas100...
v.
https://gtr1.net/2013/?~Nas100...
timing improves drawdown massively, improves cagr, UI a lot, beta a lot and loses by only .08 on sharpe