Post #5686 by rayvt on the Mechanical Investing board

Investment Strategies / Mechanical Investing

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I just ran the two "overlaps" GTR1 links, did SHOW COUNTS, downloaded the reports, and processed to show the number of times each stock count was picked.
Number of days: 10,286

without BCC:

  Count # of stocks
     56 0
    481 1
   1993 2
   3998 3
   3226 4
    532 5

With BCC:

  Count # of stocks
     56 0
    481 1
   1993 2
   3998 3
   3226 4
    532 5

Exactly the same.

With BCC
http://gtr1.net/2013/?~Nas100_Mom9_PHL252_OverlapT...

No BCC
http://gtr1.net/2013/?~Nas100_Mom9_PHL252_OverlapT...

------------------
But this overlaps data is actually meaningless. This shows the number of picks EVERY DAY, and not the number of picks in each holding period (month).

Ex:

19871016  4
19871019  4
19871020  4
19871021  4
19871022  0
19871023  2
19871026  2
19871027  3
19871028  4

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